Sciuker Frames SPA EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 12th, 2025:70.27% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2448 | 9.42 | |
| 0.2697 | 15.38 | |
| 0.9228 | 94.95 | |
| 0.0055 | 0.42 |
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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