V-Lab
Farmsco AGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:29.09% (+0.15%)
Analysis last updated: Thursday, April 18, 2024 at 10:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5175 | 28.11 | |
| 0.1270 | 40.12 | |
| 0.8223 | 235.68 | |
| -0.3090 | -4.15 |
Estimation Period:
Oct 25, 1999 to Apr 12, 2024
Oct 25, 1999 to Apr 12, 2024