Taaza International Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6311 | 1.90 | |
| 0.3323 | 16.87 | |
| 0.6674 | 34.47 | |
| -1.3426 | -0.44 | |
| 0.9030 | 0.28 | |
| 0.4624 | 0.68 | |
| 0.1613 | 0.28 | |
| -0.5161 | -0.84 | |
| 0.4848 | 0.67 | |
| 1.3506 | 1.55 | |
| -21.2621 | -1.75 | |
| 49.0284 | 1.42 | |
| -40.0209 | -1.18 |
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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