V-Lab
Cie Generale des Etablissements Michelin Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:29.66% (+1.00%)
Analysis last updated: Tuesday, November 12, 2024 at 08:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2271 | 10.00 | |
| 0.0766 | 6.00 | |
| 0.9054 | 69.75 | |
| 0.0003 | 2.13 |
Estimation Period:
Jan 1, 1990 to Nov 8, 2024
Jan 1, 1990 to Nov 8, 2024
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