V-Lab
Credit Agricole Sud Rhone Alpes GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:19.86% (-1.42%)
Analysis last updated: Friday, May 3, 2024 at 08:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0330 | 22.56 | |
| 0.1618 | 29.17 | |
| 0.8382 | 204.94 |
Estimation Period:
Dec 15, 1998 to Apr 30, 2024
Dec 15, 1998 to Apr 30, 2024
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