Sistema JSFC EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.99% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0649 | 20.57 | |
| 0.3402 | 43.11 | |
| 0.9785 | 660.28 | |
| -0.0548 | -10.29 |
Estimation Period:
Sep 25, 2007 to May 30, 2025
Sep 25, 2007 to May 30, 2025
News Impact Curve
Volatility Forecasts
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