Creditex SAA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, June 17th, 2025:12.48% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0556 | 4.43 | |
| 0.1148 | 8.05 | |
| 0.9032 | 153.25 | |
| -0.0361 | -1.81 |
Estimation Period:
Jan 8, 1991 to May 30, 2025
Jan 8, 1991 to May 30, 2025
News Impact Curve
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