Gw Vitek Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.7027 | 0.48 | |
| 0.6775 | 58.26 | |
| 0.3203 | 265.77 | |
| -0.1533 | -0.47 | |
| 0.1557 | 0.39 | |
| 0.0219 | 0.17 | |
| 0.0061 | 0.06 | |
| -0.1685 | -1.23 | |
| 0.4327 | 1.75 | |
| -12.8283 | -29.46 | |
| 41.7322 | 71.68 | |
| -62.2571 | -81.67 | |
| 49.0403 | 83.09 |
Estimation Period:
Jan 19, 2001 to Jun 2, 2025
Jan 19, 2001 to Jun 2, 2025
News Impact Curve
Volatility Forecasts
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