Fidium Holdings LLC MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, December 27th, 2024):
1 Day
5.44%
1 Week
5.39%
1 Month
5.40%
Analysis last updated: Thursday, December 26, 2024 at 10:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0988 | 13.32 | |
| 0.7146 | 56.11 | |
| 0.0739 | 6.87 | |
| 0.0001 | 0.01 | |
| 0.0777 | 3.29 | |
| 0.9223 | 35.56 |
Estimation Period:
Jul 22, 2005 to Dec 24, 2024
Jul 22, 2005 to Dec 24, 2024
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