V-Lab
Kardan NV MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, August 31st, 2020:262.98% (+27.46%)
Analysis last updated: Sunday, March 21, 2021 at 06:38 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.1240 | 10.97 | |
| 0.7469 | 57.20 | |
| 0.0640 | 4.37 | |
| 0.1744 | 1.59 | |
| 0.0390 | 2.61 | |
| 0.9538 | 45.28 |
Estimation Period:
Jul 11, 2003 to Aug 28, 2020
Jul 11, 2003 to Aug 28, 2020