V-Lab
Slater & Gordon Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 3rd, 2023:12.09% (-0.49%)
Analysis last updated: Wednesday, May 3, 2023 at 11:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1635 | 17.87 | |
| 0.3357 | 33.56 | |
| 0.9465 | 251.40 | |
| -0.0271 | -2.75 |
Estimation Period:
May 21, 2007 to Apr 28, 2023
May 21, 2007 to Apr 28, 2023
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