V-Lab
Cie Generale des Etablissements Michelin GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:22.90% (+1.74%)
Analysis last updated: Tuesday, November 12, 2024 at 08:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3624 | 4.38 | |
| 0.0488 | 33.50 | |
| 0.9939 | 691.16 | |
| 7 | 5.84 |
Estimation Period:
Jan 1, 1990 to Nov 8, 2024
Jan 1, 1990 to Nov 8, 2024
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