V-Lab
TFCF Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 2nd, 2014:20.15% (-0.65%)
Analysis last updated: Friday, January 29, 2016 at 01:56 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1668 | 7.24 | |
| 0.0617 | 6.88 | |
| 0.9202 | 90.79 | |
| -0.0574 | -1.25 | |
| 0.1745 | 2.09 | |
| -0.2608 | -3.25 | |
| 0.2242 | 3.00 | |
| -0.0877 | -1.34 | |
| -0.0217 | -0.28 |
Estimation Period:
Jan 1, 1990 to Mar 28, 2014
Jan 1, 1990 to Mar 28, 2014