CRP Risk Managemen AGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:61.29% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.4804 | 18.33 | |
| 0.1741 | 12.02 | |
| 0.4285 | 28.02 | |
| -0.4716 | -1.58 |
Estimation Period:
Jan 31, 2018 to May 30, 2025
Jan 31, 2018 to May 30, 2025
News Impact Curve
Volatility Forecasts
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