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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%)
Analysis last updated: Thursday, June 5, 2025 at 11:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sistema JSFC SGARCH
paramt-stat
ω45.7064457,064,100.00
α0.36113,610,870.00
β0.62726,272,180.00
γ1-8.9077-89,077,360.00
γ211.8692118,691,900.00
γ319.7692197,691,900.00
γ4-103.2261-1,032,261,000.00
Estimation Period:
Sep 25, 2007 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts