V-Lab
Stentys MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 23rd, 2019:77.19% (-2.31%)
Analysis last updated: Sunday, March 21, 2021 at 07:14 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0590 | 7.51 | |
| 0.7616 | 25.75 | |
| 0.1784 | 6.50 | |
| 4.5317 | 0.56 | |
| 0.6554 | 0.49 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 22, 2010 to Jul 22, 2019
Oct 22, 2010 to Jul 22, 2019