Landsea Green Management Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, September 1st, 2025:86.98% (-6.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4445 | 2.61 | |
| 0.1579 | 5.87 | |
| 0.7081 | 17.97 | |
| -0.1848 | -0.64 | |
| 0.7367 | 1.77 | |
| -1.2655 | -4.11 | |
| 1.2525 | 4.48 | |
| -0.8601 | -3.99 | |
| 0.6457 | 3.92 | |
| -0.1466 | -0.86 | |
| -0.9274 | -3.65 |
Estimation Period:
Jan 2, 2007 to Aug 29, 2025
Jan 2, 2007 to Aug 29, 2025
News Impact Curve
Volatility Forecasts
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