V-Lab
Avalara Inc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 19th, 2022:19.28% (-0.36%)
Analysis last updated: Tuesday, October 18, 2022 at 09:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1346 | 5.35 | |
| 0.1926 | 20.03 | |
| 0.9477 | 105.52 | |
| -0.0540 | -6.13 |
Estimation Period:
Jun 15, 2018 to Oct 14, 2022
Jun 15, 2018 to Oct 14, 2022