Creditex SAA GARCH Volatility Analysis
Volatility Prediction for Tuesday, June 17th, 2025:12.66% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0550 | 4.42 | |
| 0.0945 | 13.99 | |
| 0.9055 | 156.48 |
Estimation Period:
Jan 8, 1991 to May 30, 2025
Jan 8, 1991 to May 30, 2025
News Impact Curve
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