Sistema JSFC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.0361 | 100,361,400.00 | |
| 0.1836 | 1,836,490.00 | |
| 0.7537 | 7,537,300.00 | |
| 62.7684 | 627,684,200.00 | |
| -112.7849 | -1,127,849,000.00 | |
| 74.3741 | 743,741,100.00 | |
| -29.6161 | -296,161,300.00 | |
| -17.9542 | -179,541,900.00 | |
| 97.2894 | 972,894,200.00 | |
| -199.1560 | -1,991,560,000.00 | |
| 206.9417 | 2,069,417,000.00 |
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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