V-Lab
Seong An Materials GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:42.37% (-2.62%)
Analysis last updated: Saturday, May 4, 2024 at 11:08 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2913 | 13.00 | |
| 0.1503 | 30.82 | |
| 0.8497 | 210.10 |
Estimation Period:
Feb 18, 1997 to May 3, 2024
Feb 18, 1997 to May 3, 2024
News Impact Curve
Volatility Forecasts
Other Seong An Materials Analyses