V-Lab
Sage Group PLC/The AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:20.21% (-0.57%)
Analysis last updated: Friday, May 3, 2024 at 03:45 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1604 | 17.08 | |
| 0.1214 | 36.21 | |
| 0.8403 | 190.37 | |
| 0.0912 | 2.32 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024
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