V-Lab
Stentys AGARCH Volatility Analysis
Volatility Prediction for Tuesday, July 23rd, 2019:63.36% (-7.68%)
Analysis last updated: Monday, July 22, 2019 at 09:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7299 | 7.24 | |
| 0.2508 | 12.86 | |
| 0.7451 | 38.15 | |
| 0.3886 | 3.10 |
Estimation Period:
Oct 22, 2010 to Jul 19, 2019
Oct 22, 2010 to Jul 19, 2019