V-Lab
Immigon Portfolioabbau AG EGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 1st, 2015:228.65% (-5.12%)
Analysis last updated: Monday, March 1, 2021 at 08:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0743 | 16.20 | |
| 0.1169 | 16.88 | |
| 0.9953 | 962.57 | |
| -0.0057 | -0.90 |
Estimation Period:
Jan 3, 1990 to Nov 27, 2015
Jan 3, 1990 to Nov 27, 2015
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