Transition Evergreen EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:10.85% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0685 | 12.08 | |
| 0.2160 | 42.56 | |
| 0.9880 | 710.31 | |
| -0.0505 | -6.84 |
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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