EKO Export SA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0363 | 363,150.00 | |
| 0.1458 | 1,458,480.00 | |
| 0.8533 | 8,533,360.00 | |
| -0.3435 | -3,435,100.00 | |
| -0.2043 | -2,043,030.00 | |
| 9.7301 | 97,300,980.00 | |
| -100.7881 | -1,007,881,000.00 |
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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