V-Lab
Stentys GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 23rd, 2019:66.63% (-3.48%)
Analysis last updated: Monday, March 1, 2021 at 05:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7896 | 6.74 | |
| 0.2548 | 10.46 | |
| 0.7452 | 30.78 |
Estimation Period:
Oct 22, 2010 to Jul 19, 2019
Oct 22, 2010 to Jul 19, 2019