V-Lab
Alpha Services and Holdings SA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:29.26% (-1.60%)
Analysis last updated: Friday, May 3, 2024 at 12:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5356 | 3.85 | |
| 0.1038 | 10.20 | |
| 0.8729 | 70.11 | |
| 0.0734 | 1.39 | |
| -0.0796 | -1.13 | |
| -0.0134 | -0.41 | |
| 0.0979 | 3.61 | |
| -0.1813 | -5.59 | |
| 0.1837 | 3.72 | |
| -0.2094 | -2.22 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2024
Jan 1, 1990 to Apr 30, 2024
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