V-Lab
BIG Banc Split COR CL Shares EGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:29.54% (+5.38%)
Analysis last updated: Friday, April 26, 2024 at 02:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4583 | 9.32 | |
| 0.3455 | 15.35 | |
| 0.6554 | 17.80 | |
| -0.0949 | -5.17 |
Estimation Period:
Jun 26, 2020 to Apr 19, 2024
Jun 26, 2020 to Apr 19, 2024
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