V-Lab
TPG Corp Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, June 30th, 2020:40.33% (-2.31%)
Analysis last updated: Monday, March 1, 2021 at 09:38 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0879 | 11.98 | |
| 0.2079 | 29.45 | |
| 0.9653 | 303.36 | |
| 0.0025 | 0.35 |
Estimation Period:
May 10, 2001 to Jun 26, 2020
May 10, 2001 to Jun 26, 2020