Sistema JSFC 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 | |
|---|---|---|
| 45.7064 | 457,064,100.00 | |
| 0.3611 | 3,610,870.00 | |
| 0.6272 | 6,272,180.00 | |
| -8.9077 | -89,077,360.00 | |
| 11.8692 | 118,691,900.00 | |
| 19.7692 | 197,691,900.00 | |
| -103.2261 | -1,032,261,000.00 |
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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