V-Lab
Tetragon Financial Group Ltd/Fund AGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:37.80% (-2.26%)
Analysis last updated: Tuesday, November 12, 2024 at 09:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0331 | 10.92 | |
| 0.1251 | 25.08 | |
| 0.8726 | 201.43 | |
| -0.1983 | -3.45 |
Estimation Period:
Apr 19, 2007 to Nov 8, 2024
Apr 19, 2007 to Nov 8, 2024
News Impact Curve
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