Redivium Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:6.22% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 3.55 | |
| 0.1021 | 19.14 | |
| 0.8979 | 293.72 |
Estimation Period:
Dec 5, 2003 to May 30, 2025
Dec 5, 2003 to May 30, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities