V-Lab
Union Steel GARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2014:35.47% (+0.27%)
Analysis last updated: Monday, March 1, 2021 at 08:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4146 | 19.76 | |
| 0.1625 | 38.10 | |
| 0.8089 | 167.34 |
Estimation Period:
Jan 3, 1990 to Dec 24, 2014
Jan 3, 1990 to Dec 24, 2014