V-Lab
Cie Generale des Etablissements Michelin Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:18.07% (+1.43%)
Analysis last updated: Friday, April 19, 2024 at 11:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2525 | 9.68 | |
| 0.0794 | 5.95 | |
| 0.9031 | 67.11 | |
| 0.0004 | 2.30 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024
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