V-Lab
BIG Banc Split COR CL Shares GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:28.30% (+3.14%)
Analysis last updated: Saturday, April 20, 2024 at 01:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0191 | 7.98 | |
| 0.1568 | 6.64 | |
| 0.7888 | 27.70 | |
| 4 | 3.38 |
Estimation Period:
Jun 26, 2020 to Apr 19, 2024
Jun 26, 2020 to Apr 19, 2024
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