Sciuker Frames SPA GARCH Volatility Analysis
Volatility Prediction for Thursday, June 12th, 2025:60.96% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1879 | 8.50 | |
| 0.1593 | 13.74 | |
| 0.7820 | 52.96 |
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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