Nam Song Hau Trading GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:13.23% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1002 | 4.55 | |
| 0.1550 | 12.76 | |
| 0.8553 | 130.06 | |
| -0.0205 | -0.87 |
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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