V-Lab
General American Investors Co Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:13.73% (-0.64%)
Analysis last updated: Monday, April 29, 2024 at 09:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2928 | 5.40 | |
| 0.1075 | 9.19 | |
| 0.8554 | 59.19 | |
| 0.0295 | 1.28 | |
| -0.0736 | -2.24 | |
| 0.0976 | 3.87 | |
| -0.0982 | -4.55 | |
| 0.0781 | 4.27 | |
| -0.0459 | -3.62 |
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Jan 2, 1990 to Apr 26, 2024
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