Sistema JSFC AGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.03% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.00 | |
| 0.2487 | 42.07 | |
| 0.7513 | 351.89 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 25, 2007 to May 30, 2025
Sep 25, 2007 to May 30, 2025
News Impact Curve
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