V-Lab
Adams Diversified Equity Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:13.88% (-0.99%)
Analysis last updated: Thursday, May 16, 2024 at 09:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5154 | 10.09 | |
| 0.1015 | 87.87 | |
| 0.9917 | 1294.68 | |
| 4 | 39.19 |
Estimation Period:
Jan 2, 1990 to May 10, 2024
Jan 2, 1990 to May 10, 2024
Other Adams Diversified Equity Fund Analyses