Ts Nexgen Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:65.86% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9835 | 2.14 | |
| 0.1771 | 7.79 | |
| 0.8068 | 28.42 | |
| -0.5730 | -1.19 | |
| 0.8601 | 1.30 | |
| -0.3943 | -0.85 | |
| -0.6351 | -1.25 | |
| 2.1742 | 4.19 | |
| -2.2236 | -3.50 | |
| 0.8707 | 1.20 | |
| -0.4574 | -0.77 | |
| 1.1496 | 2.65 | |
| -1.1743 | -3.39 |
Estimation Period:
Oct 16, 2007 to Jun 2, 2025
Oct 16, 2007 to Jun 2, 2025
News Impact Curve
Volatility Forecasts
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