V-Lab
Gemalto NV EGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 29th, 2019:3.96% (-0.03%)
Analysis last updated: Monday, March 1, 2021 at 06:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 13.45 | |
| 0.1299 | 19.47 | |
| 0.9963 | 2147.14 | |
| -0.0194 | -2.59 |
Estimation Period:
May 17, 2004 to May 24, 2019
May 17, 2004 to May 24, 2019