Sistema JSFC APARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.24 | |
| 0.0896 | 2.67 | |
| 0.9104 | 23.79 | |
| 0.0827 | 0.82 | |
| 0.5000 | 1.98 |
Estimation Period:
Sep 25, 2007 to May 30, 2025
Sep 25, 2007 to May 30, 2025
News Impact Curve
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