V-Lab
Euro EGARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:7.61% (+0.06%)
Analysis last updated: Friday, January 27, 2023, 07:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0014 | -3.27 | |
| 0.0657 | 33.80 | |
| 0.9946 | 3406.25 | |
| -0.0066 | -3.75 |
Estimation Period:
Jan 2, 1990 to Jan 27, 2023
Jan 2, 1990 to Jan 27, 2023