V-Lab
Steel Partners Holdings LP Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 13th, 2024:84.26% (-24.29%)
Analysis last updated: Tuesday, November 12, 2024 at 10:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5823 | 5.22 | |
| 0.1919 | 4.58 | |
| 0.5279 | 6.07 | |
| -0.0731 | -0.57 | |
| 0.0797 | 0.42 | |
| 0.2220 | 1.75 | |
| -0.6486 | -4.73 | |
| 0.8747 | 4.68 |
Estimation Period:
Apr 10, 2012 to Nov 8, 2024
Apr 10, 2012 to Nov 8, 2024
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