Thien Nam Trading-Import Export JSC Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 54.4811 | 544,811,000.00 | |
| 0.4194 | 4,193,760.00 | |
| 0.5806 | 5,806,200.00 | |
| -19.5303 | -195,302,500.00 | |
| 41.2975 | 412,974,600.00 | |
| -22.7853 | -227,853,000.00 | |
| 22.2319 | 222,319,100.00 | |
| -68.7136 | -687,135,800.00 | |
| 79.0538 | 790,537,800.00 | |
| -40.0693 | -400,692,500.00 | |
| 4.5433 | 45,433,230.00 | |
| 44.6025 | 446,024,600.00 | |
| -209.5543 | -2,095,543,000.00 |
Estimation Period:
Mar 20, 2007 to May 30, 2025
Mar 20, 2007 to May 30, 2025
News Impact Curve
Volatility Forecasts
Other Thien Nam Trading-Import Export JSC Analyses
Other Spline-GARCH Analyses on International Equities