Redivium Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:6.24% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0161 | 3.61 | |
| 0.0924 | 5.87 | |
| 0.8960 | 291.20 | |
| 0.0232 | 0.43 |
Estimation Period:
Dec 5, 2003 to May 30, 2025
Dec 5, 2003 to May 30, 2025
News Impact Curve
Volatility Forecasts
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