V-Lab
General American Investors Co Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:11.45% (+0.24%)
Analysis last updated: Friday, May 17, 2024 at 10:26 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3108 | 5.46 | |
| 0.1067 | 9.23 | |
| 0.8560 | 59.45 | |
| 0.0318 | 1.38 | |
| -0.0776 | -2.37 | |
| 0.1027 | 4.11 | |
| -0.1082 | -4.86 | |
| 0.0976 | 3.98 | |
| -0.0914 | -2.19 |
Estimation Period:
Jan 2, 1990 to May 17, 2024
Jan 2, 1990 to May 17, 2024
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