V-Lab
SBW Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:0.00% (0.00%)
Analysis last updated: Thursday, May 16, 2024 at 11:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 63.1477 | 631477100.00 | |
| 0.6929 | 6928520.00 | |
| 0.3071 | 3071270.00 | |
| -2.1461 | -21461330.00 | |
| 5.0875 | 50875060.00 | |
| -29.3732 | -293731800.00 | |
| 53.7415 | 537415000.00 | |
| -52.7810 | -527810000.00 | |
| 33.6189 | 336189100.00 | |
| -10.9169 | -109168500.00 | |
| 15.1232 | 151232400.00 | |
| 91.0281 | 910281400.00 | |
| -642.0503 | -6420503000.00 |
Estimation Period:
Jun 10, 2008 to May 14, 2024
Jun 10, 2008 to May 14, 2024