V-Lab
Duroc AB AGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:39.69% (-0.05%)
Analysis last updated: Saturday, May 4, 2024 at 09:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1361 | 23.88 | |
| 0.1185 | 28.10 | |
| 0.7791 | 137.05 | |
| 0.2568 | 1.66 |
Estimation Period:
Oct 24, 1996 to May 3, 2024
Oct 24, 1996 to May 3, 2024