V-Lab
Barings Corporate Investors APARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:22.33% (-0.73%)
Analysis last updated: Monday, May 20, 2024 at 09:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 23.39 | |
| 0.0895 | 35.09 | |
| 0.9016 | 334.54 | |
| 0.1807 | 13.90 | |
| 1.6871 | 28.32 |
Estimation Period:
Jan 2, 1990 to May 17, 2024
Jan 2, 1990 to May 17, 2024
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