V-Lab
TFCF Corp AGARCH Volatility Analysis
Volatility Prediction for Friday, May 2nd, 2014:23.02% (-0.56%)
Analysis last updated: Monday, July 14, 2014 at 06:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0159 | 7.11 | |
| 0.0567 | 28.52 | |
| 0.9399 | 514.47 | |
| 0.4187 | 9.75 |
Estimation Period:
Jan 1, 1990 to Mar 28, 2014
Jan 1, 1990 to Mar 28, 2014