V-Lab
Sims Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:29.96% (+0.86%)
Analysis last updated: Saturday, April 20, 2024 at 08:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0174 | 11.08 | |
| 0.0654 | 24.35 | |
| 0.9915 | 1256.62 | |
| -0.0148 | -6.06 |
Estimation Period:
Nov 25, 1991 to Apr 19, 2024
Nov 25, 1991 to Apr 19, 2024