V-Lab
Tetragon Financial Group Ltd/Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:19.35% (-0.59%)
Analysis last updated: Saturday, May 4, 2024 at 10:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2000 | 6.68 | |
| 0.1251 | 6.12 | |
| 0.8238 | 29.17 | |
| 0.0161 | 5.67 |
Estimation Period:
Apr 19, 2007 to May 3, 2024
Apr 19, 2007 to May 3, 2024
News Impact Curve
Volatility Forecasts
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