V-Lab
Hypera SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:44.59% (-3.14%)
Analysis last updated: Friday, May 3, 2024 at 05:12 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9001 | 9.12 | |
| 0.0999 | 5.71 | |
| 0.8412 | 32.49 | |
| 0.0304 | 5.15 | |
| -0.0349 | -4.71 |
Estimation Period:
Apr 21, 2008 to Apr 26, 2024
Apr 21, 2008 to Apr 26, 2024