V-Lab
LF Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:16.92% (-0.40%)
Analysis last updated: Saturday, May 11, 2024 at 03:43 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1287 | 10.18 | |
| 0.0831 | 5.59 | |
| 0.8417 | 30.27 | |
| -0.0316 | -2.85 | |
| 0.0673 | 3.77 | |
| -0.0885 | -4.17 |
Estimation Period:
Dec 1, 2006 to May 3, 2024
Dec 1, 2006 to May 3, 2024