NIS AD Novi SAD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 9th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4281 | 4.09 | |
| 0.4064 | 118.18 | |
| 0.5931 | 172.88 | |
| -1.4377 | -1.50 | |
| 1.4543 | 0.98 | |
| -0.0697 | -0.07 | |
| 0.1497 | 0.22 | |
| -0.3724 | -0.81 | |
| 0.8941 | 1.54 | |
| -5.2660 | -2.60 | |
| 15.6049 | 2.76 | |
| -26.7878 | -4.12 | |
| 24.9050 | 7.90 |
Estimation Period:
Aug 30, 2010 to Jun 6, 2025
Aug 30, 2010 to Jun 6, 2025
News Impact Curve
Volatility Forecasts
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