V-Lab
BH Macro Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:21.24% (-0.79%)
Analysis last updated: Sunday, November 10, 2024 at 03:58 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0064 | 3.15 | |
| 0.0876 | 27.05 | |
| 0.9100 | 297.87 | |
| 0.2091 | 3.03 |
Estimation Period:
Mar 8, 2007 to Nov 8, 2024
Mar 8, 2007 to Nov 8, 2024