V-Lab
Sims Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:29.07% (-0.57%)
Analysis last updated: Friday, April 19, 2024 at 07:40 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0174 | 11.07 | |
| 0.0654 | 24.35 | |
| 0.9915 | 1255.02 | |
| -0.0149 | -6.07 |
Estimation Period:
Nov 25, 1991 to Apr 12, 2024
Nov 25, 1991 to Apr 12, 2024