V-Lab
Falabella Peru SAA EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:16.34% (-0.03%)
Analysis last updated: Friday, May 3, 2024 at 12:56 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1667 | 5.85 | |
| 0.2097 | 24.25 | |
| 0.9570 | 144.62 | |
| 0.0957 | 7.13 |
Estimation Period:
Jul 1, 2008 to Apr 30, 2024
Jul 1, 2008 to Apr 30, 2024
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