V-Lab
Thomson Reuters Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:28.27% (-1.17%)
Analysis last updated: Tuesday, May 7, 2024 at 01:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0413 | 16.15 | |
| 0.0697 | 37.86 | |
| 0.9070 | 359.92 | |
| 0.3401 | 10.71 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024
News Impact Curve
Volatility Forecasts
Other Thomson Reuters Corp Analyses