V-Lab
China Petroleum & Chemical Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:26.35% (+0.24%)
Analysis last updated: Sunday, April 21, 2024 at 12:26 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0329 | 17.96 | |
| 0.1533 | 31.50 | |
| 0.9808 | 958.74 | |
| -0.0157 | -3.37 |
Estimation Period:
Oct 19, 2000 to Apr 19, 2024
Oct 19, 2000 to Apr 19, 2024
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