V-Lab
Adams Diversified Equity Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:11.76% (-0.59%)
Analysis last updated: Friday, May 17, 2024 at 09:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6708 | 3.60 | |
| 0.1140 | 5.31 | |
| 0.8592 | 30.85 | |
| 0.0849 | 2.21 | |
| -0.2037 | -3.79 | |
| 0.2155 | 6.05 | |
| -0.1540 | -4.97 | |
| 0.1024 | 3.67 | |
| -0.0785 | -2.38 |
Estimation Period:
Jan 2, 1990 to May 17, 2024
Jan 2, 1990 to May 17, 2024
News Impact Curve
Volatility Forecasts
Other Adams Diversified Equity Fund Analyses