Creditex SAA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7190 | 37,190,010.00 | |
| 0.2072 | 2,072,040.00 | |
| 0.7690 | 7,689,770.00 | |
| 120.3006 | 1,203,006,000.00 | |
| -67.7183 | -677,182,900.00 | |
| -456.4253 | -4,564,253,000.00 | |
| 299.3817 | 2,993,817,000.00 | |
| 519.5146 | 5,195,146,000.00 |
Estimation Period:
Jan 26, 1995 to May 30, 2025
Jan 26, 1995 to May 30, 2025
News Impact Curve
Volatility Forecasts
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