Luon SA MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:64.23% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.1326 | 6.57 | |
| 0.2467 | 2.69 | |
| 0.1125 | 3.36 | |
| 4.7113 | 0.09 | |
| 0.3490 | 0.09 | |
| 0.4803 | 0.08 |
Estimation Period:
Jun 21, 2017 to May 30, 2025
Jun 21, 2017 to May 30, 2025
News Impact Curve
Volatility Forecasts
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