V-Lab
Abacus Group EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:25.14% (-0.50%)
Analysis last updated: Tuesday, November 12, 2024 at 07:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0165 | 9.75 | |
| 0.1239 | 33.53 | |
| 0.9908 | 1094.83 | |
| -0.0230 | -3.72 |
Estimation Period:
Nov 14, 2002 to Nov 8, 2024
Nov 14, 2002 to Nov 8, 2024