V-Lab
Tetragon Financial Group Ltd/Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:13.28% (-0.75%)
Analysis last updated: Saturday, April 27, 2024 at 10:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4216 | 4.52 | |
| 0.1526 | 7.15 | |
| 0.7702 | 21.94 | |
| -0.2508 | -2.36 | |
| 0.3849 | 2.40 | |
| -0.2246 | -1.93 | |
| 0.2480 | 2.22 | |
| -0.2567 | -2.43 | |
| 0.1244 | 1.46 |
Estimation Period:
Apr 19, 2007 to Apr 26, 2024
Apr 19, 2007 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
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