V-Lab
Solvay SA EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:33.18% (-2.02%)
Analysis last updated: Friday, May 3, 2024 at 04:50 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0310 | 17.89 | |
| 0.1398 | 33.34 | |
| 0.9763 | 713.14 | |
| -0.0177 | -3.33 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2024
Jan 1, 1990 to Apr 30, 2024