V-Lab
US Bancorp AGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:23.36% (-1.24%)
Analysis last updated: Friday, May 3, 2024 at 10:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0094 | 3.91 | |
| 0.0995 | 56.49 | |
| 0.8961 | 545.41 | |
| 0.5226 | 22.41 |
Estimation Period:
Jan 2, 1990 to May 3, 2024
Jan 2, 1990 to May 3, 2024