V-Lab
Adams Diversified Equity Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:15.04% (+0.41%)
Analysis last updated: Friday, May 3, 2024 at 10:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6728 | 3.61 | |
| 0.1142 | 5.30 | |
| 0.8591 | 30.79 | |
| 0.0859 | 2.24 | |
| -0.2052 | -3.82 | |
| 0.2165 | 6.05 | |
| -0.1541 | -4.93 | |
| 0.1015 | 3.62 | |
| -0.0746 | -2.27 |
Estimation Period:
Jan 2, 1990 to May 3, 2024
Jan 2, 1990 to May 3, 2024
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