V-Lab
Farmsco APARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:28.33% (-0.69%)
Analysis last updated: Tuesday, May 7, 2024 at 10:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2443 | 11.79 | |
| 0.1066 | 25.90 | |
| 0.8709 | 194.49 | |
| -0.1349 | -7.00 | |
| 1.6560 | 26.84 |
Estimation Period:
Oct 25, 1999 to May 3, 2024
Oct 25, 1999 to May 3, 2024