TTBGROUP JSC EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.77% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0891 | 17.64 | |
| 0.3972 | 40.05 | |
| 0.9756 | 571.51 | |
| 0.0097 | 1.77 |
Estimation Period:
Jan 26, 2015 to May 30, 2025
Jan 26, 2015 to May 30, 2025
News Impact Curve
Volatility Forecasts
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