Taaza International Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:8.19% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0143 | 6.65 | |
| 0.0538 | 17.97 | |
| 0.9451 | 311.59 |
Estimation Period:
Sep 10, 2010 to May 30, 2025
Sep 10, 2010 to May 30, 2025
News Impact Curve
Volatility Forecasts
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