Luon SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:63.21% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.28 | |
| 0.1389 | 5.95 | |
| 0.6846 | 21.96 | |
| -0.0185 | -0.54 |
Estimation Period:
Jun 21, 2017 to May 30, 2025
Jun 21, 2017 to May 30, 2025
News Impact Curve
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