CRP Risk Managemen MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:48.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1544 | 2.22 | |
| 0.0000 | 0.00 | |
| 0.0193 | 0.60 | |
| 10.0000 | 0.12 | |
| 0.4044 | 0.26 | |
| 0.0857 | 0.02 |
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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