Creditex SAA MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, June 17th, 2025:13.49% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0000 | 0.03 | |
| 0.9295 | 2.04 | |
| 0.1410 | 0.16 | |
| 4.9506 | 0.08 | |
| 0.0000 | 0.00 | |
| 0.9958 | 8.86 |
Estimation Period:
Jan 8, 1991 to May 30, 2025
Jan 8, 1991 to May 30, 2025
News Impact Curve
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