Creditex SAA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:7,105.99% (-7,011.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9388 | 5.87 | |
| 1.4132 | 13.68 | |
| 0.9128 | 64.83 | |
| -0.4035 | -3.26 |
Estimation Period:
Jan 26, 1995 to May 30, 2025
Jan 26, 1995 to May 30, 2025
News Impact Curve
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