V-Lab
Adams Diversified Equity Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:13.04% (-0.55%)
Analysis last updated: Thursday, May 16, 2024 at 09:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6650 | 3.58 | |
| 0.1142 | 5.31 | |
| 0.8590 | 30.79 | |
| 0.0836 | 2.18 | |
| -0.2012 | -3.74 | |
| 0.2122 | 5.97 | |
| -0.1476 | -4.90 | |
| 0.0907 | 3.75 | |
| -0.0521 | -3.31 |
Estimation Period:
Jan 2, 1990 to May 10, 2024
Jan 2, 1990 to May 10, 2024
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