KC Cottrell Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:39.24% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9766 | 4.00 | |
| 0.0666 | 4.45 | |
| 0.8744 | 27.24 | |
| -0.1401 | -0.36 | |
| 0.3213 | 0.52 | |
| -0.0387 | -0.06 | |
| -0.5532 | -0.77 | |
| 0.7506 | 1.35 | |
| -0.2637 | -0.48 | |
| -0.5752 | -1.16 | |
| 1.1969 | 3.38 | |
| -1.2675 | -3.57 | |
| 0.7509 | 2.34 |
Estimation Period:
Jan 29, 2010 to Jun 2, 2025
Jan 29, 2010 to Jun 2, 2025
News Impact Curve
Volatility Forecasts
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