Gw Vitek Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 23.1870 | 2.14 | |
| 0.7412 | 15.68 | |
| 0.2579 | 5.49 | |
| -0.0704 | -0.65 | |
| 0.0667 | 0.42 | |
| 0.0578 | 0.56 | |
| -0.1214 | -1.16 | |
| 0.0895 | 0.50 | |
| -6.8859 | -12.52 | |
| 21.6492 | 13.93 | |
| -22.7992 | -10.05 | |
| -61.5834 | -7.03 |
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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