V-Lab
HarbourVest Global Private Equity Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:26.29% (+3.27%)
Analysis last updated: Saturday, September 21, 2024 at 12:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4712 | 6.33 | |
| 0.0952 | 62.86 | |
| 0.9946 | 1265.39 | |
| 4 | 33.73 |
Estimation Period:
May 11, 2010 to Sep 13, 2024
May 11, 2010 to Sep 13, 2024
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