V-Lab
Liberty All-Star Growth Fund Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:12.54% (+0.04%)
Analysis last updated: Friday, May 17, 2024 at 09:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8293 | 6.95 | |
| 0.1161 | 8.28 | |
| 0.8459 | 56.68 | |
| 0.0310 | 1.21 | |
| -0.0400 | -0.97 | |
| -0.0308 | -0.97 | |
| 0.0904 | 3.45 | |
| -0.0905 | -4.32 | |
| 0.1069 | 4.68 | |
| -0.1994 | -5.06 |
Estimation Period:
Jan 2, 1990 to May 17, 2024
Jan 2, 1990 to May 17, 2024
News Impact Curve
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