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V-Lab

CRP Risk Managemen Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.02% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 10:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of CRP Risk Managemen SGARCH
paramt-stat
ω1.38222.25
α0.19275.30
β0.783123.25
γ13.16810.34
γ2-7.5053-0.56
γ34.98290.48
γ40.14070.01
γ5-0.3978-0.03
γ6-10.1080-0.77
γ733.46111.80
γ8-63.0886-2.05
γ990.91122.02
γ10-154.8136-4.05
Estimation Period:
Jan 31, 2018 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts