Treasure ASA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:54.79% (-6.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9722 | 4.39 | |
| 0.1377 | 3.82 | |
| 0.6941 | 10.64 | |
| 2.8376 | 3.45 | |
| -5.2421 | -4.49 | |
| 3.9008 | 5.22 | |
| -2.2252 | -2.81 | |
| 1.2227 | 1.45 | |
| -0.5811 | -0.69 | |
| -0.0516 | -0.09 |
Estimation Period:
Feb 7, 2019 to Dec 5, 2025
Feb 7, 2019 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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