V-Lab
HarbourVest Global Private Equity Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:27.90% (-0.69%)
Analysis last updated: Sunday, November 10, 2024 at 03:53 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1141 | 18.80 | |
| 0.6638 | 65.82 | |
| 0.1150 | 9.57 | |
| 0.0825 | 6.26 | |
| 0.9503 | 40.58 | |
| 0.0000 | 0.00 |
Estimation Period:
May 11, 2010 to Nov 8, 2024
May 11, 2010 to Nov 8, 2024
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