DKME APARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.15% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 5.00 | |
| 0.1143 | 56.95 | |
| 0.8857 | 287.47 | |
| 0.0546 | 4.40 | |
| 1.9919 | 40.06 |
Estimation Period:
Jan 3, 1990 to Jun 2, 2025
Jan 3, 1990 to Jun 2, 2025
News Impact Curve
Volatility Forecasts
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