Tag: volatility clustering
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Tesla Stock Analysis: Volatility, Distribution, and Outliers
Tesla returns reject normality at p=10^-47. Kurtosis of 12.4 and GARCH persistence near 1.0 break standard models. What the stats reveal.
Tesla returns reject normality at p=10^-47. Kurtosis of 12.4 and GARCH persistence near 1.0 break standard models. What the stats reveal.