V-Lab
Vinci SA APARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:15.35% (-0.27%)
Analysis last updated: Thursday, May 16, 2024 at 11:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0380 | 21.46 | |
| 0.0811 | 30.68 | |
| 0.9189 | 376.29 | |
| 0.4577 | 16.31 | |
| 1.1836 | 32.82 |
Estimation Period:
Jan 1, 1990 to May 10, 2024
Jan 1, 1990 to May 10, 2024