V-Lab
Grupo Aval Acciones y Valores SA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:20.06% (-0.61%)
Analysis last updated: Tuesday, April 30, 2024 at 08:13 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2249 | 10.24 | |
| 0.2559 | 21.38 | |
| 0.8474 | 49.33 | |
| -0.0224 | -1.87 |
Estimation Period:
Feb 18, 2000 to Apr 26, 2024
Feb 18, 2000 to Apr 26, 2024
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