V-Lab
Alaris Equity Partners Income Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:21.31% (-1.30%)
Analysis last updated: Thursday, May 9, 2024 at 12:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3368 | 4.66 | |
| 0.1565 | 5.06 | |
| 0.7253 | 16.16 | |
| 0.2541 | 4.19 | |
| -0.3125 | -3.57 | |
| 0.0479 | 1.00 | |
| 0.0248 | 0.80 |
Estimation Period:
Nov 18, 2008 to May 3, 2024
Nov 18, 2008 to May 3, 2024
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