V-Lab
E-World AGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:40.68% (-1.54%)
Analysis last updated: Saturday, May 4, 2024 at 11:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9148 | 16.54 | |
| 0.1663 | 30.69 | |
| 0.7910 | 129.56 | |
| -0.2166 | -1.93 |
Estimation Period:
Jul 26, 2005 to May 3, 2024
Jul 26, 2005 to May 3, 2024