Namr Societe Anonyme Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, June 17th, 2025:89.75% (-6.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8530 | 2.53 | |
| 0.2414 | 3.76 | |
| 0.4119 | 3.19 | |
| 17.3008 | 2.81 | |
| -21.4033 | -2.58 | |
| 8.3237 | 1.62 | |
| -16.2004 | -2.25 | |
| 27.5050 | 3.33 | |
| -26.7204 | -3.76 | |
| 15.6447 | 2.07 | |
| -4.5683 | -0.57 | |
| -5.0656 | -0.52 |
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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