V-Lab
Lehman Brothers AGARCH Volatility Analysis
Volatility Prediction for Tuesday, March 6th, 2012:326.42% (-4.85%)
Analysis last updated: Monday, November 10, 2014 at 03:28 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0326 | -5.18 | |
| 0.0360 | 5.17 | |
| 0.9709 | 186.14 | |
| 0.9940 | 6.05 |
Estimation Period:
May 2, 1994 to Mar 5, 2012
May 2, 1994 to Mar 5, 2012
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