V-Lab
Autoliv Inc AGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 23rd, 2021:29.90% (-1.08%)
Analysis last updated: Monday, November 22, 2021 at 09:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0364 | 6.26 | |
| 0.0555 | 29.53 | |
| 0.9215 | 412.66 | |
| 0.9492 | 17.69 |
Estimation Period:
May 2, 1997 to Nov 19, 2021
May 2, 1997 to Nov 19, 2021