Figene Capital S.A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7751 | 3.30 | |
| 0.2875 | 91.23 | |
| 0.7116 | 203.20 | |
| 0.2522 | 0.52 | |
| -0.4978 | -0.75 | |
| 0.2095 | 0.49 | |
| -0.1487 | -0.34 | |
| 0.7737 | 1.61 | |
| -1.4737 | -2.24 | |
| 2.0077 | 1.40 | |
| -13.2236 | -6.06 | |
| 23.4547 | 14.45 |
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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