V-Lab
Seong An Materials AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:48.58% (-3.47%)
Analysis last updated: Thursday, May 2, 2024 at 11:53 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2494 | 9.58 | |
| 0.1616 | 33.60 | |
| 0.8418 | 217.34 | |
| -0.6485 | -6.60 |
Estimation Period:
Feb 18, 1997 to Apr 30, 2024
Feb 18, 1997 to Apr 30, 2024
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