Janus Corp Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4457 | 0.00 | |
| 0.4019 | 0.00 | |
| 0.5981 | 0.00 | |
| -39.2321 | -0.00 | |
| 43.6758 | 0.00 | |
| -4.6981 | -0.00 | |
| 1.9011 | 0.00 | |
| -2.2288 | -0.00 | |
| -2.4038 | -0.00 | |
| 8.1859 | 0.00 | |
| -9.9182 | -0.00 | |
| 4.4113 | 0.00 | |
| -63.4575 | -0.00 |
Estimation Period:
Feb 6, 2020 to May 30, 2025
Feb 6, 2020 to May 30, 2025
News Impact Curve
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