Creditex SAA AGARCH Volatility Analysis
Volatility Prediction for Tuesday, June 17th, 2025:9.96% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.5497 | -0.09 | |
| 0.1728 | 0.28 | |
| 0.8793 | 7.49 | |
| -1.8869 | -0.47 |
Estimation Period:
Jan 8, 1991 to May 30, 2025
Jan 8, 1991 to May 30, 2025
News Impact Curve
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