V-Lab
Fine Asset Management Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, April 15th, 2014:39.62% (-3.84%)
Analysis last updated: Monday, March 1, 2021 at 07:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 32.1716 | 9.65 | |
| 0.0907 | 108.78 | |
| 0.9982 | 5769.97 | |
| 3 | 173.38 |
Estimation Period:
Jan 3, 1990 to Apr 14, 2014
Jan 3, 1990 to Apr 14, 2014
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