V-Lab
Liberty All-Star Growth Fund Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:14.95% (-0.60%)
Analysis last updated: Friday, May 3, 2024 at 10:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8281 | 6.93 | |
| 0.1161 | 8.28 | |
| 0.8459 | 56.63 | |
| 0.0310 | 1.20 | |
| -0.0398 | -0.96 | |
| -0.0313 | -0.98 | |
| 0.0911 | 3.48 | |
| -0.0912 | -4.36 | |
| 0.1072 | 4.67 | |
| -0.1953 | -4.94 |
Estimation Period:
Jan 2, 1990 to May 3, 2024
Jan 2, 1990 to May 3, 2024
News Impact Curve
Volatility Forecasts
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