V-Lab
BIG Banc Split COR CL Shares GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:28.41% (-4.72%)
Analysis last updated: Thursday, April 18, 2024 at 12:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0510 | 7.85 | |
| 0.1575 | 6.64 | |
| 0.7900 | 27.52 | |
| 4 | 3.41 |
Estimation Period:
Jun 26, 2020 to Apr 12, 2024
Jun 26, 2020 to Apr 12, 2024
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