V-Lab
Freddie Mac AGARCH Volatility Analysis
Volatility Prediction for Monday, September 8th, 2008:184.80% (-9.69%)
Analysis last updated: Saturday, February 27, 2016 at 07:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 8.06 | |
| 0.0839 | 28.48 | |
| 0.9024 | 360.12 | |
| 0.6740 | 17.17 |
Estimation Period:
Jan 2, 1990 to Sep 5, 2008
Jan 2, 1990 to Sep 5, 2008