Luon SA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:4.38% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9749 | 2.51 | |
| 0.3476 | 2.39 | |
| 0.1871 | 2.43 | |
| 6.6831 | 3.45 | |
| -12.5856 | -4.59 | |
| 9.5131 | 5.39 | |
| -4.0894 | -2.40 | |
| -0.8041 | -0.45 | |
| 2.3923 | 1.40 | |
| -1.4880 | -1.03 | |
| -0.9817 | -0.57 | |
| 4.9662 | 2.18 | |
| -14.1148 | -5.62 |
Estimation Period:
Jun 21, 2017 to May 30, 2025
Jun 21, 2017 to May 30, 2025
News Impact Curve
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