Luon SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:51.22% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8935 | 2.58 | |
| 0.2880 | 3.01 | |
| 0.1751 | 1.76 | |
| 6.4228 | 3.37 | |
| -12.1839 | -4.53 | |
| 9.2586 | 5.39 | |
| -3.8500 | -2.32 | |
| -1.0695 | -0.63 | |
| 2.7639 | 1.70 | |
| -2.2012 | -1.60 | |
| 0.5416 | 0.33 | |
| 1.1678 | 0.64 | |
| -1.0710 | -0.90 |
Estimation Period:
Jun 21, 2017 to May 30, 2025
Jun 21, 2017 to May 30, 2025
News Impact Curve
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