V-Lab
Ortivus AB AGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:94.77% (-6.78%)
Analysis last updated: Saturday, May 4, 2024 at 09:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4599 | 23.95 | |
| 0.2129 | 25.09 | |
| 0.7518 | 110.34 | |
| -0.1361 | -0.50 |
Estimation Period:
Nov 13, 1995 to May 3, 2024
Nov 13, 1995 to May 3, 2024