V-Lab
Credit Agricole Sud Rhone Alpes AGARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:19.38% (-1.66%)
Analysis last updated: Friday, May 3, 2024 at 08:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0326 | 20.27 | |
| 0.1846 | 30.29 | |
| 0.8256 | 197.79 | |
| 0.0885 | 4.13 |
Estimation Period:
Dec 15, 1998 to Apr 30, 2024
Dec 15, 1998 to Apr 30, 2024
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