V-Lab
Merrill Lynch EGARCH Volatility Analysis
Volatility Prediction for Thursday, January 1st, 2009:82.29% (-4.80%)
Analysis last updated: Monday, March 1, 2021 at 09:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0389 | 11.06 | |
| 0.1907 | 46.84 | |
| 0.9798 | 1009.04 | |
| -0.0739 | -16.40 |
Estimation Period:
Jan 2, 1990 to Dec 31, 2008
Jan 2, 1990 to Dec 31, 2008
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