V-Lab
Fine Asset Management Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 15th, 2014:47.47% (-6.50%)
Analysis last updated: Friday, January 29, 2016 at 03:57 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5959 | 10.43 | |
| 0.2097 | 7.93 | |
| 0.6454 | 16.29 | |
| 0.0255 | 4.26 | |
| -0.0825 | -8.38 | |
| 0.1290 | 9.84 |
Estimation Period:
Jan 3, 1990 to Apr 14, 2014
Jan 3, 1990 to Apr 14, 2014
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