V-Lab
Cie Generale des Etablissements Michelin Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:29.65% (+1.01%)
Analysis last updated: Tuesday, November 12, 2024 at 08:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2247 | 7.80 | |
| 0.0767 | 5.97 | |
| 0.9053 | 70.07 | |
| 0.0003 | 0.43 |
Estimation Period:
Jan 1, 1990 to Nov 8, 2024
Jan 1, 1990 to Nov 8, 2024
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