V-Lab
General American Investors Co Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:12.63% (-0.42%)
Analysis last updated: Thursday, May 16, 2024 at 10:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2911 | 5.39 | |
| 0.1073 | 9.18 | |
| 0.8555 | 59.25 | |
| 0.0291 | 1.27 | |
| -0.0728 | -2.23 | |
| 0.0968 | 3.86 | |
| -0.0975 | -4.55 | |
| 0.0775 | 4.27 | |
| -0.0455 | -3.62 |
Estimation Period:
Jan 2, 1990 to May 10, 2024
Jan 2, 1990 to May 10, 2024
News Impact Curve
Volatility Forecasts
Other General American Investors Co Inc Analyses