V-Lab
Caledonia Investments PLC/fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:20.88% (-1.23%)
Analysis last updated: Sunday, November 10, 2024 at 04:05 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0768 | 17.85 | |
| 0.8071 | 101.85 | |
| 0.0831 | 12.88 | |
| 0.0084 | 3.19 | |
| 0.0213 | 4.94 | |
| 0.9732 | 174.50 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
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