V-Lab
KBC Ancora MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:17.97% (-0.89%)
Analysis last updated: Saturday, May 4, 2024 at 08:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0300 | 12.99 | |
| 0.7774 | 105.52 | |
| 0.1609 | 23.20 | |
| 0.4330 | 5.54 | |
| 0.9258 | 25.80 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 4, 2001 to May 3, 2024
Apr 4, 2001 to May 3, 2024