EKO Export SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0395 | 395,470.00 | |
| 0.9061 | 9,060,900.00 | |
| 0.1087 | 1,087,260.00 |
Estimation Period:
Jul 15, 2009 to May 30, 2025
Jul 15, 2009 to May 30, 2025
News Impact Curve
Volatility Forecasts
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