V-Lab
Precinct Properties Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:21.33% (-0.43%)
Analysis last updated: Thursday, May 9, 2024 at 10:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2715 | 7.21 | |
| 0.0864 | 5.91 | |
| 0.8210 | 28.56 | |
| -0.0876 | -3.88 | |
| 0.1719 | 5.19 | |
| -0.1522 | -6.13 | |
| 0.1007 | 4.17 | |
| -0.0025 | -0.12 | |
| -0.0597 | -4.26 |
Estimation Period:
Dec 18, 1997 to May 3, 2024
Dec 18, 1997 to May 3, 2024
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