V-Lab
CLP Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:11.04% (-0.82%)
Analysis last updated: Tuesday, November 12, 2024 at 08:53 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0159 | 19.53 | |
| 0.2131 | 48.89 | |
| 0.9843 | 1374.67 | |
| -0.0221 | -4.87 |
Estimation Period:
Jan 1, 1990 to Nov 8, 2024
Jan 1, 1990 to Nov 8, 2024
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