V-Lab
Euro EGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 15th, 2024:5.03% (-0.05%)
Analysis last updated: Tuesday, May 14, 2024 at 07:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0015 | -3.39 | |
| 0.0657 | 34.77 | |
| 0.9947 | 3465.84 | |
| -0.0059 | -3.41 |
Estimation Period:
Jan 2, 1990 to May 10, 2024
Jan 2, 1990 to May 10, 2024