V-Lab
V-Lab
TP GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:33.95% (-1.25%)

Analysis last updated: Friday, May 3, 2024 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TP GARCH
paramt-stat
ω0.311420.17
α0.112235.10
β0.8638219.75
Estimation Period:
Dec 27, 1994 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts