V-Lab
GCP Infrastructure Investments Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:24.06% (-1.13%)
Analysis last updated: Sunday, November 10, 2024 at 04:21 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6051 | 2.19 | |
| 0.1253 | 4.91 | |
| 0.7149 | 13.37 | |
| 0.8203 | 1.15 | |
| -1.3169 | -1.42 | |
| 0.6633 | 1.54 | |
| -0.1804 | -0.49 | |
| -0.1380 | -0.48 | |
| 0.5297 | 2.29 | |
| -0.6514 | -2.44 | |
| 0.4095 | 1.24 | |
| -0.3956 | -0.75 |
Estimation Period:
Jul 20, 2010 to Nov 8, 2024
Jul 20, 2010 to Nov 8, 2024
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