V-Lab
Immigon Portfolioabbau AG Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 1st, 2015:608.80% (-0.08%)
Analysis last updated: Friday, January 29, 2016 at 01:59 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4100 | 2.85 | |
| 0.3675 | 3.98 | |
| 0.6322 | 6.83 | |
| -0.9315 | -2.98 | |
| 2.1859 | 4.34 | |
| -2.5517 | -5.23 | |
| 2.5153 | 5.55 | |
| -1.7406 | -3.38 | |
| 1.0026 | 1.16 | |
| -0.6327 | -0.52 |
Estimation Period:
Jan 3, 1990 to Nov 27, 2015
Jan 3, 1990 to Nov 27, 2015
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