V-Lab
JGC Holdings Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:48.35% (-3.48%)
Analysis last updated: Sunday, May 5, 2024 at 12:39 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0655 | 19.24 | |
| 0.1584 | 35.08 | |
| 0.9669 | 656.40 | |
| -0.0471 | -7.82 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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