Sciuker Frames SPA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 12th, 2025:85.39% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7402 | 3.18 | |
| 0.1618 | 3.58 | |
| 0.7180 | 10.34 | |
| -0.5566 | -1.74 | |
| 0.9313 | 1.91 | |
| -0.3325 | -0.58 |
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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