V-Lab
HarbourVest Global Private Equity Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:28.30% (-2.57%)
Analysis last updated: Tuesday, November 12, 2024 at 10:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4323 | 5.21 | |
| 0.1523 | 6.92 | |
| 0.7772 | 25.31 | |
| 0.1057 | 3.96 | |
| -0.1029 | -2.76 | |
| -0.0245 | -1.37 |
Estimation Period:
May 11, 2010 to Nov 8, 2024
May 11, 2010 to Nov 8, 2024
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