V-Lab
Credit Suisse Group AG GARCH Volatility Analysis
Volatility Prediction for Monday, June 12th, 2023:36.31% (-1.31%)
Analysis last updated: Friday, June 9, 2023 at 10:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0664 | 20.36 | |
| 0.0870 | 36.02 | |
| 0.9049 | 408.35 |
Estimation Period:
Aug 27, 1993 to Jun 9, 2023
Aug 27, 1993 to Jun 9, 2023
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