Figene Capital S.A GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:1.47% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0201 | 3.60 | |
| 0.9717 | 427.71 | |
| 0.0162 | 1.73 |
Estimation Period:
Oct 19, 2009 to May 30, 2025
Oct 19, 2009 to May 30, 2025
News Impact Curve
Volatility Forecasts
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