V-Lab
Sempio Co GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:26.10% (-0.92%)
Analysis last updated: Thursday, April 18, 2024 at 10:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5946 | 24.76 | |
| 0.2465 | 33.78 | |
| 0.7278 | 124.76 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024