Neosperience Spa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:72.21% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2554 | 5.12 | |
| 0.2281 | 3.00 | |
| 0.3546 | 2.20 | |
| -0.8216 | -0.52 | |
| 1.8050 | 0.67 | |
| -3.0490 | -1.26 | |
| 6.1421 | 2.08 | |
| -6.9149 | -1.67 | |
| 3.0021 | 0.83 | |
| 0.4363 | 0.23 | |
| -0.1535 | -0.10 | |
| -1.0989 | -0.78 |
Estimation Period:
Feb 20, 2019 to Jun 20, 2025
Feb 20, 2019 to Jun 20, 2025
News Impact Curve
Volatility Forecasts
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