Sistema JSFC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.3611 | 3,611,380.00 | |
| 0.4685 | 4,684,730.00 | |
| 0.3408 | 3,407,780.00 |
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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