Maraska D.D. GARCH Volatility Analysis
Volatility Prediction for Thursday, December 11th, 2025:104.63% (+98.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0770 | 8.78 | |
| 0.1964 | 9.14 | |
| 0.5558 | 19.65 |
Estimation Period:
May 7, 2007 to May 30, 2025
May 7, 2007 to May 30, 2025
News Impact Curve
Volatility Forecasts
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