V-Lab
Shionogi & Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:27.38% (-0.14%)
Analysis last updated: Friday, September 20, 2024 at 11:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0564 | 17.26 | |
| 0.1838 | 35.67 | |
| 0.9669 | 593.93 | |
| -0.0411 | -8.70 |
Estimation Period:
Jan 3, 1990 to Sep 13, 2024
Jan 3, 1990 to Sep 13, 2024
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