V-Lab
Barings Corporate Investors Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:20.74% (+1.12%)
Analysis last updated: Friday, May 3, 2024 at 10:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0788 | 8.20 | |
| 0.1253 | 7.86 | |
| 0.7708 | 27.88 | |
| 0.0063 | 0.27 | |
| 0.0581 | 1.76 | |
| -0.1454 | -6.49 | |
| 0.1676 | 7.39 | |
| -0.1870 | -7.99 | |
| 0.1571 | 6.97 | |
| -0.0565 | -2.32 | |
| 0.0122 | 0.31 |
Estimation Period:
Jan 2, 1990 to May 3, 2024
Jan 2, 1990 to May 3, 2024
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