V-Lab
Barings Corporate Investors Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:18.33% (+1.40%)
Analysis last updated: Monday, April 29, 2024 at 10:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0914 | 8.25 | |
| 0.1251 | 7.94 | |
| 0.7721 | 28.31 | |
| 0.0108 | 0.47 | |
| 0.0497 | 1.50 | |
| -0.1374 | -6.13 | |
| 0.1590 | 7.00 | |
| -0.1778 | -7.61 | |
| 0.1464 | 6.62 | |
| -0.0401 | -1.90 | |
| -0.0245 | -1.49 |
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Jan 2, 1990 to Apr 26, 2024
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