V-Lab
BIG Banc Split COR CL Shares EGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:25.65% (-1.03%)
Analysis last updated: Wednesday, April 24, 2024 at 12:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4583 | 9.32 | |
| 0.3455 | 15.35 | |
| 0.6554 | 17.80 | |
| -0.0949 | -5.17 |
Estimation Period:
Jun 26, 2020 to Apr 19, 2024
Jun 26, 2020 to Apr 19, 2024
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