Janus Corp Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.33% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7284 | 0.18 | |
| 0.3724 | 0.01 | |
| 0.6276 | 0.02 | |
| -27.0962 | -0.02 | |
| 33.9274 | 0.02 | |
| -9.1575 | -0.02 | |
| 4.4676 | 0.04 | |
| -5.3701 | -0.02 | |
| 8.5161 | 0.02 | |
| -22.1737 | -0.01 | |
| 29.5801 | 0.01 |
Estimation Period:
Feb 6, 2020 to May 30, 2025
Feb 6, 2020 to May 30, 2025
News Impact Curve
Volatility Forecasts
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