V-Lab
BlackRock Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:23.56% (-0.73%)
Analysis last updated: Friday, April 26, 2024 at 10:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0277 | 16.29 | |
| 0.1593 | 39.04 | |
| 0.9854 | 1174.54 | |
| -0.0455 | -11.80 |
Estimation Period:
Oct 1, 1999 to Apr 26, 2024
Oct 1, 1999 to Apr 26, 2024