Luon SA EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:60.01% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1942 | 11.03 | |
| 0.3490 | 16.66 | |
| 0.6557 | 20.15 | |
| 0.0426 | 2.19 |
Estimation Period:
Jun 21, 2017 to May 30, 2025
Jun 21, 2017 to May 30, 2025
News Impact Curve
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