Creditex SAA 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 | |
|---|---|---|
| 6.4041 | 64,041,250.00 | |
| 0.2852 | 2,852,240.00 | |
| 0.5668 | 5,667,790.00 | |
| 0.3479 | 3,479,170.00 | |
| -211.1494 | -2,111,494,000.00 |
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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