V-Lab
General American Investors Co Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:13.07% (-0.27%)
Analysis last updated: Friday, May 3, 2024 at 10:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3121 | 5.47 | |
| 0.1068 | 9.23 | |
| 0.8560 | 59.45 | |
| 0.0321 | 1.40 | |
| -0.0782 | -2.39 | |
| 0.1033 | 4.10 | |
| -0.1084 | -4.83 | |
| 0.0970 | 3.92 | |
| -0.0885 | -2.12 |
Estimation Period:
Jan 2, 1990 to May 3, 2024
Jan 2, 1990 to May 3, 2024
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