V-Lab
Cie Generale des Etablissements Michelin GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:18.55% (+1.31%)
Analysis last updated: Friday, April 19, 2024 at 11:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0653 | 18.29 | |
| 0.0761 | 26.32 | |
| 0.9104 | 309.24 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024
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