V-Lab
Murray International Trust PLC APARCH Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:13.09% (-0.56%)
Analysis last updated: Saturday, September 21, 2024 at 12:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0362 | 26.53 | |
| 0.1074 | 42.51 | |
| 0.8805 | 310.46 | |
| 0.3635 | 22.51 | |
| 1.3176 | 43.05 |
Estimation Period:
Jan 2, 1990 to Sep 13, 2024
Jan 2, 1990 to Sep 13, 2024
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