V-Lab
Union Steel EGARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2014:40.28% (+1.95%)
Analysis last updated: Monday, March 1, 2021 at 08:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2303 | 26.93 | |
| 0.3236 | 45.83 | |
| 0.9115 | 243.21 | |
| 0.0317 | 4.72 |
Estimation Period:
Jan 3, 1990 to Dec 24, 2014
Jan 3, 1990 to Dec 24, 2014