V-Lab
GPT Group/The APARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:22.65% (-0.65%)
Analysis last updated: Saturday, May 11, 2024 at 12:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 21.99 | |
| 0.0528 | 27.17 | |
| 0.9416 | 500.33 | |
| 0.3111 | 16.54 | |
| 1.6216 | 33.09 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024