V-Lab
Meritz Fire & Marine Insurance Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 22nd, 2023:15.70% (-0.91%)
Analysis last updated: Wednesday, February 22, 2023 at 08:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0375 | 20.69 | |
| 0.1862 | 37.25 | |
| 0.9864 | 1356.84 | |
| -0.0085 | -1.54 |
Estimation Period:
Jan 3, 1990 to Feb 17, 2023
Jan 3, 1990 to Feb 17, 2023
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