V-Lab
Hanon Systems EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:61.60% (+11.68%)
Analysis last updated: Saturday, May 4, 2024 at 11:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2122 | 5.68 | |
| 0.1626 | 15.48 | |
| 0.9087 | 53.70 | |
| 0.0088 | 0.97 |
Estimation Period:
Jul 31, 1996 to May 3, 2024
Jul 31, 1996 to May 3, 2024