Luon SA AGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:65.15% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.1547 | 11.66 | |
| 0.2198 | 11.25 | |
| 0.4782 | 16.78 | |
| -1.6989 | -3.56 |
Estimation Period:
Jun 21, 2017 to May 30, 2025
Jun 21, 2017 to May 30, 2025
News Impact Curve
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