V-Lab
KBC Ancora AGARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:19.20% (-0.98%)
Analysis last updated: Saturday, May 18, 2024 at 09:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0745 | 12.61 | |
| 0.1327 | 40.40 | |
| 0.8528 | 294.98 | |
| 0.4516 | 14.35 |
Estimation Period:
Apr 4, 2001 to May 17, 2024
Apr 4, 2001 to May 17, 2024