V-Lab
Central and Eastern Europe Fund Inc (The) EGARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:21.20% (+0.16%)
Analysis last updated: Friday, May 17, 2024 at 10:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0334 | 16.27 | |
| 0.1902 | 37.27 | |
| 0.9777 | 975.73 | |
| -0.0550 | -11.10 |
Estimation Period:
Feb 28, 1990 to May 17, 2024
Feb 28, 1990 to May 17, 2024
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