V-Lab
BIG Banc Split COR CL Shares AGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:27.09% (-2.97%)
Analysis last updated: Friday, April 19, 2024 at 02:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0600 | 12.55 | |
| 0.2384 | 15.99 | |
| 0.4621 | 16.34 | |
| 0.8573 | 10.37 |
Estimation Period:
Jun 26, 2020 to Apr 12, 2024
Jun 26, 2020 to Apr 12, 2024
News Impact Curve
Volatility Forecasts
Other BIG Banc Split COR CL Shares Analyses