Taaza International Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4306 | 1.45 | |
| 0.2742 | 0.10 | |
| 0.7257 | 0.26 | |
| -1.9881 | -0.03 | |
| 1.5088 | 0.02 | |
| 0.5736 | 0.07 | |
| 0.0238 | 0.01 | |
| -0.4033 | -0.65 | |
| 0.4175 | 0.14 | |
| 1.3072 | 0.10 | |
| -21.4209 | -0.06 | |
| 56.5258 | 0.07 | |
| -73.4106 | -0.15 |
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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