V-Lab
HarbourVest Global Private Equity Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:26.16% (+0.56%)
Analysis last updated: Sunday, November 10, 2024 at 03:51 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 10.34 | |
| 0.2366 | 31.74 | |
| 0.9737 | 577.18 | |
| -0.0518 | -7.33 |
Estimation Period:
May 11, 2010 to Nov 8, 2024
May 11, 2010 to Nov 8, 2024
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