V-Lab
Tetragon Financial Group Ltd/Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, May 14th, 2024:26.63% (-0.06%)
Analysis last updated: Wednesday, May 15, 2024 at 01:45 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6586 | 3.58 | |
| 0.1081 | 56.24 | |
| 0.9897 | 368.47 | |
| 3 | 32.90 |
Estimation Period:
Apr 19, 2007 to May 10, 2024
Apr 19, 2007 to May 10, 2024
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