CRP Risk Managemen EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:49.72% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4352 | 4.72 | |
| 0.1753 | 8.65 | |
| 0.8705 | 29.78 | |
| -0.0104 | -0.48 |
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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