V-Lab
Liberty All-Star Growth Fund Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:16.30% (+0.49%)
Analysis last updated: Friday, May 17, 2024 at 09:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0282 | 21.68 | |
| 0.1818 | 23.13 | |
| 0.9704 | 984.17 | |
| -0.0519 | -6.21 |
Estimation Period:
Jan 2, 1990 to May 17, 2024
Jan 2, 1990 to May 17, 2024
News Impact Curve
Volatility Forecasts
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