DKME MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.5136 | 5,136,330.00 | |
| 0.7364 | 7,363,670.00 | |
| -0.5000 | -5,000,000.00 | |
| 10.0000 | 100,000,000.00 | |
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 3, 1990 to Jun 2, 2025
Jan 3, 1990 to Jun 2, 2025
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities