V-Lab
BIG Banc Split COR CL Shares EGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:27.26% (-0.59%)
Analysis last updated: Saturday, May 4, 2024 at 06:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4540 | 9.27 | |
| 0.3442 | 15.30 | |
| 0.6569 | 17.82 | |
| -0.0942 | -5.16 |
Estimation Period:
Jun 26, 2020 to May 3, 2024
Jun 26, 2020 to May 3, 2024
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