Nam Song Hau Trading AGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:14.26% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1526 | 7.58 | |
| 0.2095 | 43.57 | |
| 0.8081 | 178.00 | |
| -0.1012 | -1.10 |
Estimation Period:
Jun 24, 2020 to May 30, 2025
Jun 24, 2020 to May 30, 2025
News Impact Curve
Volatility Forecasts
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