V-Lab
Adams Diversified Equity Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:15.12% (-0.71%)
Analysis last updated: Monday, April 29, 2024 at 09:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6677 | 3.59 | |
| 0.1145 | 5.31 | |
| 0.8588 | 30.72 | |
| 0.0846 | 2.20 | |
| -0.2029 | -3.77 | |
| 0.2135 | 5.98 | |
| -0.1486 | -4.88 | |
| 0.0916 | 3.75 | |
| -0.0527 | -3.34 |
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Jan 2, 1990 to Apr 26, 2024
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