Transition Evergreen AGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:26.19% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3011 | 7.24 | |
| 0.1835 | 62.09 | |
| 0.8370 | 373.98 | |
| 0.8533 | 8.63 |
Estimation Period:
Jun 12, 1997 to May 30, 2025
Jun 12, 1997 to May 30, 2025
News Impact Curve
Volatility Forecasts
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