V-Lab
SMEDI EGARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:39.97% (-2.64%)
Analysis last updated: Friday, May 3, 2024 at 10:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2993 | 15.69 | |
| 0.3411 | 38.61 | |
| 0.9086 | 148.66 | |
| 0.0102 | 1.43 |
Estimation Period:
Jan 1, 2010 to Apr 30, 2024
Jan 1, 2010 to Apr 30, 2024