V-Lab
Sempio Co EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:23.73% (-1.52%)
Analysis last updated: Thursday, April 18, 2024 at 10:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2085 | 27.98 | |
| 0.3207 | 36.91 | |
| 0.9172 | 308.41 | |
| 0.0688 | 9.01 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024