V-Lab
McMillan Shakespeare Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:30.35% (-1.40%)
Analysis last updated: Saturday, April 20, 2024 at 08:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2789 | 17.51 | |
| 0.3174 | 24.52 | |
| 0.8428 | 92.03 | |
| -0.0453 | -4.10 |
Estimation Period:
Mar 15, 2004 to Apr 19, 2024
Mar 15, 2004 to Apr 19, 2024
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