DKME EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.63% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0886 | 19.79 | |
| 0.3450 | 51.40 | |
| 0.9767 | 799.25 | |
| -0.0143 | -3.25 |
Estimation Period:
Jan 3, 1990 to Jun 2, 2025
Jan 3, 1990 to Jun 2, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities