Creditex SAA GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:113.32% (-18.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0524 | 5.11 | |
| 0.2574 | 6.29 | |
| 0.7426 | 48.63 |
Estimation Period:
Jan 26, 1995 to May 30, 2025
Jan 26, 1995 to May 30, 2025
News Impact Curve
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