V-Lab
Merrill Lynch AGARCH Volatility Analysis
Volatility Prediction for Thursday, January 1st, 2009:137.83% (-3.91%)
Analysis last updated: Monday, July 14, 2014 at 03:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0186 | -3.48 | |
| 0.0514 | 32.19 | |
| 0.9455 | 578.26 | |
| 1.0299 | 18.74 |
Estimation Period:
Jan 2, 1990 to Dec 31, 2008
Jan 2, 1990 to Dec 31, 2008
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