Umpas Holding AS 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 | |
|---|---|---|
| 16.0056 | 160,056,300.00 | |
| 0.3602 | 3,601,960.00 | |
| 0.4752 | 4,752,000.00 | |
| -4.0121 | -40,121,460.00 | |
| 7.4883 | 74,882,610.00 | |
| -15.2179 | -152,179,200.00 | |
| 8.7513 | 87,512,910.00 | |
| 65.1509 | 651,509,000.00 | |
| -188.1079 | -1,881,079,000.00 | |
| 286.5088 | 2,865,088,000.00 | |
| -309.4011 | -3,094,011,000.00 | |
| 320.4506 | 3,204,506,000.00 | |
| -1,465.5470 | -14,655,470,000.00 |
Estimation Period:
Jul 16, 2015 to May 30, 2025
Jul 16, 2015 to May 30, 2025
News Impact Curve
Volatility Forecasts
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