V-Lab
GPT Group/The APARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:25.29% (+1.42%)
Analysis last updated: Saturday, April 27, 2024 at 07:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 21.98 | |
| 0.0529 | 27.16 | |
| 0.9416 | 500.33 | |
| 0.3112 | 16.53 | |
| 1.6215 | 33.07 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024