Namr Societe Anonyme Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, June 17th, 2025:118.79% (-5.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8573 | 2.51 | |
| 0.2486 | 3.78 | |
| 0.4106 | 3.24 | |
| 17.1727 | 2.78 | |
| -21.1759 | -2.55 | |
| 8.1491 | 1.58 | |
| -16.0711 | -2.22 | |
| 27.4590 | 3.32 | |
| -26.9320 | -3.80 | |
| 16.5667 | 2.23 | |
| -7.3055 | -1.05 | |
| 2.3969 | 0.59 |
Estimation Period:
Jun 16, 2021 to Jun 13, 2025
Jun 16, 2021 to Jun 13, 2025
News Impact Curve
Volatility Forecasts
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