V-Lab
Oberbank AG EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:1.55% (-0.06%)
Analysis last updated: Thursday, May 2, 2024 at 03:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0019 | -0.83 | |
| 0.2927 | 37.14 | |
| 0.9641 | 799.41 | |
| -0.0086 | -1.07 |
Estimation Period:
Jan 2, 1990 to Apr 30, 2024
Jan 2, 1990 to Apr 30, 2024