Arrow Minerals Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:53.54% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6518 | 2.75 | |
| 0.0784 | 4.48 | |
| 0.8539 | 25.49 | |
| -0.9391 | -1.61 | |
| 1.7271 | 1.94 | |
| -1.3923 | -1.97 | |
| 1.1305 | 1.89 | |
| -1.4956 | -3.98 | |
| 2.0225 | 6.03 | |
| -1.6342 | -4.31 | |
| 0.9083 | 2.32 | |
| -0.1375 | -0.30 | |
| -1.7861 | -2.99 |
Estimation Period:
Oct 28, 2005 to May 30, 2025
Oct 28, 2005 to May 30, 2025
News Impact Curve
Volatility Forecasts
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