V-Lab
Meritz Financial Group Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:31.41% (-1.06%)
Analysis last updated: Saturday, May 4, 2024 at 11:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7649 | 4.02 | |
| 0.1097 | 4.82 | |
| 0.7227 | 13.62 | |
| 0.4118 | 1.49 | |
| -0.1476 | -0.38 | |
| -0.6152 | -2.28 | |
| 0.6456 | 2.74 | |
| -0.4728 | -2.37 | |
| 0.4830 | 1.98 | |
| -0.7138 | -2.69 | |
| 0.5686 | 3.28 |
Estimation Period:
May 13, 2011 to May 3, 2024
May 13, 2011 to May 3, 2024
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