V-Lab
CLP Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:16.70% (-1.38%)
Analysis last updated: Friday, May 3, 2024 at 12:13 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0161 | 19.48 | |
| 0.2153 | 48.78 | |
| 0.9842 | 1363.18 | |
| -0.0222 | -4.78 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2024
Jan 1, 1990 to Apr 30, 2024
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