V-Lab
DH Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, June 16th, 2017:5.42% (-0.17%)
Analysis last updated: Monday, March 1, 2021 at 05:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0486 | 18.45 | |
| 0.2313 | 34.76 | |
| 0.9645 | 363.68 | |
| -0.0564 | -6.19 |
Estimation Period:
Dec 20, 2001 to Jun 9, 2017
Dec 20, 2001 to Jun 9, 2017