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V-Lab

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%)
Analysis last updated: Wednesday, June 18, 2025 at 01:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Creditex SAA SGARCH
paramt-stat
ω1.209712,097,230.00
α0.29732,972,760.00
β0.67406,739,910.00
γ1-9.5973-95,972,540.00
γ29.894698,945,950.00
γ30.77387,738,390.00
γ492.7009927,008,900.00
γ5-274.0455-2,740,455,000.00
γ6392.83783,928,378,000.00
γ7-478.2749-4,782,749,000.00
γ81,068.954010,689,540,000.00
γ9-3,525.6670-35,256,670,000.00
γ107,847.867078,478,670,000.00
Estimation Period:
Jan 8, 1991 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts