Differ Group Auto Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.35% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1245 | 1.74 | |
| 0.4768 | 5.43 | |
| 0.4519 | 15.45 | |
| -0.7777 | -0.77 | |
| 0.2322 | 0.14 | |
| 1.4723 | 1.40 | |
| -1.8320 | -2.19 | |
| 1.6720 | 2.14 | |
| -0.5074 | -0.58 | |
| -0.4929 | -0.37 | |
| -0.4808 | -0.33 | |
| 2.7156 | 2.13 | |
| -12.5038 | -7.83 |
Estimation Period:
Dec 9, 2013 to May 30, 2025
Dec 9, 2013 to May 30, 2025
News Impact Curve
Volatility Forecasts
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