Treasure ASA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:56.71% (-5.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9752 | 4.41 | |
| 0.1366 | 3.83 | |
| 0.6962 | 10.70 | |
| 2.8591 | 3.47 | |
| -5.2781 | -4.53 | |
| 3.9304 | 5.25 | |
| -2.2626 | -2.83 | |
| 1.2887 | 1.46 | |
| -0.7218 | -0.72 | |
| 0.3020 | 0.20 |
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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