V-Lab
SBW Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:0.00% (0.00%)
Analysis last updated: Wednesday, May 1, 2024 at 09:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 18.5352 | 185351600.00 | |
| 0.6395 | 6394620.00 | |
| 0.3605 | 3605380.00 | |
| 11.6294 | 116293500.00 | |
| -27.6023 | -276023200.00 | |
| 33.8223 | 338223100.00 | |
| -11.9311 | -119311000.00 | |
| -38.7730 | -387729900.00 | |
| 64.7263 | 647262800.00 | |
| -42.4487 | -424487200.00 | |
| 22.2038 | 222038000.00 | |
| -67.1466 | -671466500.00 | |
| 98.9719 | 989719200.00 |
Estimation Period:
Jun 10, 2008 to Apr 30, 2024
Jun 10, 2008 to Apr 30, 2024