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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%)
Analysis last updated: Thursday, June 5, 2025 at 11:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sistema JSFC S0GARCH
paramt-stat
ω10.0361100,361,400.00
α0.18361,836,490.00
β0.75377,537,300.00
γ162.7684627,684,200.00
γ2-112.7849-1,127,849,000.00
γ374.3741743,741,100.00
γ4-29.6161-296,161,300.00
γ5-17.9542-179,541,900.00
γ697.2894972,894,200.00
γ7-199.1560-1,991,560,000.00
γ8206.94172,069,417,000.00
Estimation Period:
Sep 25, 2007 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts