V-Lab
ASA Gold and Precious Metals Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:28.61% (-0.70%)
Analysis last updated: Monday, May 20, 2024 at 09:50 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0566 | 17.06 | |
| 0.8127 | 50.05 | |
| 0.0305 | 7.32 | |
| 0.0547 | 2.22 | |
| 0.0585 | 2.25 | |
| 0.9290 | 29.66 |
Estimation Period:
Jan 2, 1990 to May 17, 2024
Jan 2, 1990 to May 17, 2024
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