V-Lab
ASA Gold and Precious Metals Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:30.16% (-0.16%)
Analysis last updated: Friday, May 3, 2024 at 10:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0079 | 7.85 | |
| 0.0513 | 8.62 | |
| 0.9391 | 135.11 | |
| -0.0001 | -0.12 |
Estimation Period:
Jan 2, 1990 to May 3, 2024
Jan 2, 1990 to May 3, 2024
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