CRP Risk Managemen GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:45.38% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5565 | 3.40 | |
| 0.0017 | 0.61 | |
| 0.9289 | 123.10 | |
| 0.0788 | 7.22 |
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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