Ts Nexgen Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:47.81% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9952 | 2.04 | |
| 0.1831 | 7.55 | |
| 0.8032 | 27.47 | |
| -0.6514 | -1.32 | |
| 0.9630 | 1.43 | |
| -0.4237 | -0.90 | |
| -0.6441 | -1.25 | |
| 2.2154 | 4.19 | |
| -2.2758 | -3.56 | |
| 0.9163 | 1.26 | |
| -0.5312 | -0.88 | |
| 1.3305 | 2.66 | |
| -1.6105 | -2.39 |
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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