Credit Intelligence Limited AGARCH Volatility Analysis
Volatility Prediction for Friday, July 25th, 2025:0.04% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.00 | |
| 0.1416 | 41.90 | |
| 0.8584 | 468.54 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 10, 2008 to May 30, 2025
Jul 10, 2008 to May 30, 2025
News Impact Curve
Volatility Forecasts
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