V-Lab
SAI Global Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 13th, 2016:12.53% (-0.07%)
Analysis last updated: Monday, March 1, 2021 at 06:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0361 | 8.82 | |
| 0.1224 | 23.05 | |
| 0.9768 | 396.61 | |
| -0.0278 | -5.33 |
Estimation Period:
Dec 17, 2003 to Dec 9, 2016
Dec 17, 2003 to Dec 9, 2016
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