V-Lab
M2 Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 9th, 2016:34.42% (+0.18%)
Analysis last updated: Monday, March 1, 2021 at 09:26 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0323 | 7.09 | |
| 0.1346 | 18.21 | |
| 0.9908 | 721.64 | |
| -0.0409 | -5.54 |
Estimation Period:
Oct 29, 2004 to Feb 5, 2016
Oct 29, 2004 to Feb 5, 2016
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