V-Lab
Barings Corporate Investors Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:24.49% (-1.85%)
Analysis last updated: Friday, May 17, 2024 at 10:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0797 | 8.22 | |
| 0.1250 | 7.83 | |
| 0.7713 | 27.91 | |
| 0.0070 | 0.30 | |
| 0.0567 | 1.72 | |
| -0.1440 | -6.48 | |
| 0.1666 | 7.42 | |
| -0.1870 | -8.07 | |
| 0.1589 | 7.11 | |
| -0.0596 | -2.46 | |
| 0.0176 | 0.45 |
Estimation Period:
Jan 2, 1990 to May 17, 2024
Jan 2, 1990 to May 17, 2024
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