V-Lab
Fine Asset Management Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 15th, 2014:23.76% (+23.37%)
Analysis last updated: Monday, March 1, 2021 at 05:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -5.0000 | -2.07 | |
| 2.0000 | 1.65 | |
| -1.0000 | -3.73 | |
| -0.0498 | -0.05 |
Estimation Period:
Jan 3, 1990 to Apr 14, 2014
Jan 3, 1990 to Apr 14, 2014
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