V-Lab
Adams Diversified Equity Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:11.00% (-0.17%)
Analysis last updated: Monday, May 20, 2024 at 09:50 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0018 | 0.13 | |
| 0.8936 | 53.23 | |
| 0.1415 | 11.31 | |
| 0.0004 | 0.76 | |
| 0.0078 | 4.37 | |
| 0.9922 | 524.39 |
Estimation Period:
Jan 2, 1990 to May 17, 2024
Jan 2, 1990 to May 17, 2024
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