V-Lab
Tetragon Financial Group Ltd/Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:22.79% (-1.72%)
Analysis last updated: Saturday, May 18, 2024 at 11:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2966 | 20.03 | |
| 0.3418 | 15.25 | |
| -0.0111 | -0.49 | |
| 0.0431 | 2.12 | |
| 0.1193 | 2.51 | |
| 0.8660 | 16.18 |
Estimation Period:
Apr 19, 2007 to May 17, 2024
Apr 19, 2007 to May 17, 2024
News Impact Curve
Volatility Forecasts
Other Tetragon Financial Group Ltd/Fund Analyses