Lead Data Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 37.1023 | 371,022,800.00 | |
| 0.3146 | 3,145,880.00 | |
| 0.6854 | 6,854,120.00 | |
| -1.7129 | -17,128,740.00 | |
| -3.7929 | -37,928,670.00 | |
| 15.1804 | 151,803,800.00 | |
| -11.8873 | -118,873,100.00 | |
| 2.4289 | 24,289,160.00 | |
| -2.1022 | -21,021,760.00 | |
| 9.0051 | 90,050,730.00 | |
| -29.2193 | -292,192,900.00 | |
| 64.2072 | 642,071,900.00 | |
| -144.9760 | -1,449,760,000.00 |
Estimation Period:
Feb 7, 2001 to May 30, 2025
Feb 7, 2001 to May 30, 2025
News Impact Curve
Volatility Forecasts
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