V-Lab
Cie Generale des Etablissements Michelin GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:19.00% (-0.45%)
Analysis last updated: Friday, May 3, 2024 at 01:00 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0649 | 18.35 | |
| 0.0759 | 26.35 | |
| 0.9107 | 310.81 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2024
Jan 1, 1990 to Apr 30, 2024
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