V-Lab
Tetragon Financial Group Ltd/Fund APARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:21.31% (+2.54%)
Analysis last updated: Thursday, May 16, 2024 at 11:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 11.26 | |
| 0.0750 | 14.04 | |
| 0.9141 | 271.40 | |
| 0.0569 | 3.08 | |
| 2.1609 | 20.94 |
Estimation Period:
Apr 19, 2007 to May 10, 2024
Apr 19, 2007 to May 10, 2024
News Impact Curve
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