V-Lab
Cia Hering EGARCH Volatility Analysis
Volatility Prediction for Monday, September 20th, 2021:41.92% (+1.10%)
Analysis last updated: Saturday, September 18, 2021 at 08:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0140 | 5.72 | |
| 0.0914 | 19.73 | |
| 0.9974 | 1553.56 | |
| -0.0205 | -4.02 |
Estimation Period:
Oct 15, 1999 to Sep 17, 2021
Oct 15, 1999 to Sep 17, 2021