V-Lab
Arca Continental SAB de CV GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:32.81% (+2.12%)
Analysis last updated: Saturday, April 20, 2024 at 11:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1177 | 11.73 | |
| 0.1357 | 16.69 | |
| 0.8820 | 89.45 | |
| 4 | 9.10 |
Estimation Period:
Dec 14, 2001 to Apr 19, 2024
Dec 14, 2001 to Apr 19, 2024
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