V-Lab
ClearBridge Energy MLP Fund Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:17.27% (+2.31%)
Analysis last updated: Friday, May 17, 2024 at 09:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8432 | 2.32 | |
| 0.1662 | 7.84 | |
| 0.8263 | 41.73 | |
| -0.0050 | -0.71 |
Estimation Period:
Jun 25, 2010 to May 17, 2024
Jun 25, 2010 to May 17, 2024
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