TTBGROUP JSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 20.1003 | 201,003,200.00 | |
| 0.4569 | 4,569,110.00 | |
| 0.5285 | 5,285,060.00 | |
| -9.5163 | -95,162,810.00 | |
| 41.4188 | 414,188,200.00 | |
| -28.3478 | -283,478,300.00 | |
| 91.3082 | 913,082,100.00 | |
| -235.4471 | -2,354,471,000.00 | |
| 241.9370 | 2,419,370,000.00 | |
| -443.1297 | -4,431,297,000.00 | |
| 637.7366 | 6,377,366,000.00 |
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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