V-Lab
Tec & Co EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 28th, 2016:49.27% (+6.31%)
Analysis last updated: Monday, March 1, 2021 at 09:14 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2346 | 22.15 | |
| 0.3322 | 34.60 | |
| 0.9251 | 268.31 | |
| 0.0244 | 3.12 |
Estimation Period:
Jan 3, 1990 to Apr 22, 2016
Jan 3, 1990 to Apr 22, 2016