Creditex SAA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, June 17th, 2025:10.73% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0591 | 2.95 | |
| 0.0902 | 16.50 | |
| 0.9884 | 217.46 | |
| -0.0606 | -3.79 |
Estimation Period:
Jan 8, 1991 to May 30, 2025
Jan 8, 1991 to May 30, 2025
News Impact Curve
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