V-Lab
Thomson Reuters Corp AGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:15.25% (-0.11%)
Analysis last updated: Friday, April 26, 2024 at 02:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0398 | 16.18 | |
| 0.0693 | 37.79 | |
| 0.9084 | 368.36 | |
| 0.3215 | 10.17 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024
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