V-Lab
Lehman Brothers GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 6th, 2012:293.30% (-4.31%)
Analysis last updated: Monday, March 1, 2021 at 08:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0086 | 2.12 | |
| 0.0288 | 3.82 | |
| 0.9712 | 143.18 |
Estimation Period:
May 2, 1994 to Mar 5, 2012
May 2, 1994 to Mar 5, 2012
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