V-Lab
Next PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:22.22% (+0.28%)
Analysis last updated: Saturday, April 20, 2024 at 09:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0148 | 3.85 | |
| 0.0568 | 24.02 | |
| 0.9932 | 949.54 | |
| -0.0481 | -17.87 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024