V-Lab
Kering AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:38.46% (-1.32%)
Analysis last updated: Friday, May 3, 2024 at 01:05 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0449 | 7.65 | |
| 0.0587 | 29.26 | |
| 0.9218 | 367.10 | |
| 0.7884 | 19.17 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2024
Jan 1, 1990 to Apr 30, 2024