Transition Evergreen APARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:27.69% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2064 | 8.63 | |
| 0.0991 | 27.73 | |
| 0.9009 | 227.73 | |
| 0.2529 | 11.69 | |
| 1.8571 | 38.33 |
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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