V-Lab
Fine Asset Management Corp GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 15th, 2014:46.37% (-2.20%)
Analysis last updated: Monday, March 1, 2021 at 08:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1272 | 9.29 | |
| 0.0962 | 28.69 | |
| 0.8976 | 247.75 |
Estimation Period:
Jan 3, 1990 to Apr 14, 2014
Jan 3, 1990 to Apr 14, 2014
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