V-Lab
Cie Generale des Etablissements Michelin GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:17.39% (-0.50%)
Analysis last updated: Friday, May 3, 2024 at 01:01 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3455 | 4.63 | |
| 0.0498 | 32.29 | |
| 0.9934 | 680.88 | |
| 7 | 5.36 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2024
Jan 1, 1990 to Apr 30, 2024
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