V-Lab
BH Macro Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:20.54% (-0.80%)
Analysis last updated: Tuesday, November 12, 2024 at 10:09 PM 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