V-Lab
KC Cottrell Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:38.95% (-0.55%)
Analysis last updated: Friday, May 3, 2024 at 12:02 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8612 | 7.16 | |
| 0.0472 | 4.11 | |
| 0.9295 | 49.66 | |
| -0.0017 | -1.08 |
Estimation Period:
Jan 29, 2010 to Apr 30, 2024
Jan 29, 2010 to Apr 30, 2024
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