CRP Risk Managemen APARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:45.16% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 1.80 | |
| 0.0176 | 3.10 | |
| 0.9232 | 99.92 | |
| 0.7325 | 6.33 | |
| 2.4870 | 12.71 |
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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