V-Lab
Cie Generale des Etablissements Michelin AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:18.34% (-0.33%)
Analysis last updated: Friday, May 3, 2024 at 01:01 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0468 | 13.49 | |
| 0.0726 | 29.59 | |
| 0.9114 | 363.10 | |
| 0.6131 | 18.67 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2024
Jan 1, 1990 to Apr 30, 2024
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