V-Lab
Cia Hering MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, September 20th, 2021:44.13% (+0.64%)
Analysis last updated: Saturday, September 18, 2021 at 09:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0723 | 13.56 | |
| 0.8255 | 99.82 | |
| 0.0254 | 2.06 | |
| 0.0288 | 2.62 | |
| 0.0039 | 3.06 | |
| 0.9922 | 486.62 |
Estimation Period:
Oct 15, 1999 to Sep 17, 2021
Oct 15, 1999 to Sep 17, 2021