V-Lab
GPT Group/The APARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:24.08% (-0.32%)
Analysis last updated: Tuesday, November 12, 2024 at 07:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 22.22 | |
| 0.0530 | 27.52 | |
| 0.9417 | 512.90 | |
| 0.3168 | 16.69 | |
| 1.6124 | 33.21 |
Estimation Period:
Jan 1, 1990 to Nov 8, 2024
Jan 1, 1990 to Nov 8, 2024