DKME Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.7453 | 3.58 | |
| 0.6574 | 509.98 | |
| 0.3417 | 245.85 | |
| -0.0223 | -0.68 | |
| 0.0385 | 0.79 | |
| -0.0967 | -2.50 | |
| 0.1551 | 3.46 | |
| -0.1095 | -2.35 | |
| -0.0078 | -0.15 | |
| 0.2809 | 3.96 | |
| -4.0332 | -45.77 | |
| 7.3751 | 114.26 |
Estimation Period:
Jan 3, 1990 to Jun 2, 2025
Jan 3, 1990 to Jun 2, 2025
News Impact Curve
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