CRP Risk Managemen Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.02% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3822 | 2.25 | |
| 0.1927 | 5.30 | |
| 0.7831 | 23.25 | |
| 3.1681 | 0.34 | |
| -7.5053 | -0.56 | |
| 4.9829 | 0.48 | |
| 0.1407 | 0.01 | |
| -0.3978 | -0.03 | |
| -10.1080 | -0.77 | |
| 33.4611 | 1.80 | |
| -63.0886 | -2.05 | |
| 90.9112 | 2.02 | |
| -154.8136 | -4.05 |
Estimation Period:
Jan 31, 2018 to May 30, 2025
Jan 31, 2018 to May 30, 2025
News Impact Curve
Volatility Forecasts
Other CRP Risk Managemen Analyses
Other Spline-GARCH Analyses on International Equities