Salcef Spa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 25th, 2024:3.01% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0995 | 2.99 | |
| 0.1871 | 2.77 | |
| 0.4524 | 4.57 | |
| 13.9243 | 2.27 | |
| -17.2905 | -1.91 | |
| 1.4221 | 0.26 | |
| -0.3879 | -0.09 | |
| 6.5081 | 1.53 | |
| -7.3486 | -1.20 | |
| 9.7409 | 0.87 | |
| -22.3824 | -1.39 | |
| 26.7844 | 2.11 |
Estimation Period:
Jan 11, 2021 to Nov 22, 2024
Jan 11, 2021 to Nov 22, 2024
News Impact Curve
Volatility Forecasts
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