V-Lab
Alaris Equity Partners Income Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:22.41% (-1.51%)
Analysis last updated: Tuesday, November 12, 2024 at 01:14 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3112 | 4.78 | |
| 0.1526 | 5.03 | |
| 0.7263 | 16.03 | |
| 0.2436 | 4.32 | |
| -0.3097 | -3.73 | |
| 0.0737 | 1.43 | |
| -0.0415 | -0.71 |
Estimation Period:
Nov 18, 2008 to Nov 8, 2024
Nov 18, 2008 to Nov 8, 2024
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