V-Lab
Sage Group PLC/The EGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:24.66% (-0.43%)
Analysis last updated: Saturday, April 20, 2024 at 09:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0551 | 14.99 | |
| 0.1186 | 18.95 | |
| 0.9671 | 450.86 | |
| -0.0234 | -5.13 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024
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