V-Lab
Meritz Financial Group Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:37.57% (-0.09%)
Analysis last updated: Saturday, April 27, 2024 at 11:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7567 | 3.96 | |
| 0.1083 | 4.82 | |
| 0.7291 | 13.93 | |
| 0.4067 | 1.44 | |
| -0.1385 | -0.35 | |
| -0.6217 | -2.28 | |
| 0.6489 | 2.74 | |
| -0.4726 | -2.34 | |
| 0.4780 | 1.92 | |
| -0.6976 | -2.59 | |
| 0.5462 | 3.12 |
Estimation Period:
May 13, 2011 to Apr 26, 2024
May 13, 2011 to Apr 26, 2024
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