International Genius Co Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 2nd, 2025:87.37% (-2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5884 | 3.98 | |
| 0.3427 | 5.51 | |
| 0.4036 | 7.21 | |
| -0.2924 | -1.35 | |
| 0.3880 | 1.14 | |
| -0.0680 | -0.27 | |
| -0.2622 | -1.06 | |
| 0.6114 | 2.45 | |
| -0.7138 | -3.47 | |
| 0.5368 | 2.70 | |
| -0.2914 | -1.13 |
Estimation Period:
Nov 19, 2007 to Sep 30, 2025
Nov 19, 2007 to Sep 30, 2025
News Impact Curve
Volatility Forecasts
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