V-Lab
Alpha Services and Holdings SA EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:36.46% (-2.14%)
Analysis last updated: Friday, May 3, 2024 at 12:29 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0434 | 24.88 | |
| 0.1667 | 45.35 | |
| 0.9860 | 1473.87 | |
| -0.0232 | -6.76 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2024
Jan 1, 1990 to Apr 30, 2024
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