Creditex SAA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, June 17th, 2025:4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2097 | 12,097,230.00 | |
| 0.2973 | 2,972,760.00 | |
| 0.6740 | 6,739,910.00 | |
| -9.5973 | -95,972,540.00 | |
| 9.8946 | 98,945,950.00 | |
| 0.7738 | 7,738,390.00 | |
| 92.7009 | 927,008,900.00 | |
| -274.0455 | -2,740,455,000.00 | |
| 392.8378 | 3,928,378,000.00 | |
| -478.2749 | -4,782,749,000.00 | |
| 1,068.9540 | 10,689,540,000.00 | |
| -3,525.6670 | -35,256,670,000.00 | |
| 7,847.8670 | 78,478,670,000.00 |
Estimation Period:
Jan 8, 1991 to May 30, 2025
Jan 8, 1991 to May 30, 2025
News Impact Curve
Volatility Forecasts
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