Sciuker Frames SPA AGARCH Volatility Analysis
Volatility Prediction for Thursday, June 12th, 2025:57.26% (-4.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3111 | 8.58 | |
| 0.1754 | 14.92 | |
| 0.7625 | 49.33 | |
| -0.0259 | -0.13 |
Estimation Period:
Oct 21, 2019 to Jun 6, 2025
Oct 21, 2019 to Jun 6, 2025
News Impact Curve
Volatility Forecasts
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