V-Lab
CCR SA AGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:30.43% (-1.01%)
Analysis last updated: Friday, April 19, 2024 at 08:16 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1551 | 16.06 | |
| 0.0898 | 30.94 | |
| 0.8842 | 251.48 | |
| 0.3589 | 6.96 |
Estimation Period:
Feb 4, 2002 to Apr 12, 2024
Feb 4, 2002 to Apr 12, 2024