Duni Ab Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:10.29% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5606 | 3.14 | |
| 0.0223 | 1.07 | |
| 0.8595 | 8.11 | |
| -1.1408 | -0.55 | |
| 2.4770 | 0.82 | |
| -0.4167 | -0.24 | |
| -3.5013 | -2.18 | |
| 5.3606 | 3.22 | |
| -5.0683 | -3.41 | |
| 2.9113 | 2.14 | |
| -0.2853 | -0.19 | |
| -1.9557 | -0.58 |
Estimation Period:
Apr 8, 2010 to May 30, 2025
Apr 8, 2010 to May 30, 2025
News Impact Curve
Volatility Forecasts
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