V-Lab
Credit Agricole Sud Rhone Alpes GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:42.01% (-2.87%)
Analysis last updated: Friday, May 3, 2024 at 08:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.2377 | 5.00 | |
| 0.0827 | 126.05 | |
| 0.9934 | 780.96 | |
| 2 | 589.84 |
Estimation Period:
Dec 15, 1998 to Apr 30, 2024
Dec 15, 1998 to Apr 30, 2024
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