Sistema JSFC GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.03% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.00 | |
| 0.2487 | 41.82 | |
| 0.7513 | 343.84 |
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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