V-Lab
Tetragon Financial Group Ltd/Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:40.14% (-0.03%)
Analysis last updated: Tuesday, November 12, 2024 at 09:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7892 | 3.51 | |
| 0.1081 | 56.14 | |
| 0.9894 | 351.73 | |
| 3 | 33.47 |
Estimation Period:
Apr 19, 2007 to Nov 8, 2024
Apr 19, 2007 to Nov 8, 2024
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