Duni Ab Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:14.01% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3744 | 3.30 | |
| 0.0245 | 1.24 | |
| 0.8801 | 11.42 | |
| -1.6041 | -0.80 | |
| 3.0151 | 1.02 | |
| -0.5208 | -0.29 | |
| -3.4453 | -2.04 | |
| 5.3516 | 3.09 | |
| -5.2154 | -3.37 | |
| 3.3748 | 2.39 | |
| -1.3989 | -0.98 | |
| 1.0056 | 0.84 |
Estimation Period:
Apr 8, 2010 to May 30, 2025
Apr 8, 2010 to May 30, 2025
News Impact Curve
Volatility Forecasts
Other Duni Ab Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities