V-Lab
Sebang Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:22.30% (+0.82%)
Analysis last updated: Thursday, April 18, 2024 at 10:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0469 | 16.12 | |
| 0.1835 | 25.26 | |
| 0.9818 | 923.61 | |
| -0.0135 | -1.97 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024