V-Lab
Euro EGARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:5.89% (-0.05%)
Analysis last updated: Friday, September 22, 2023 at 07:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0016 | -3.56 | |
| 0.0662 | 34.39 | |
| 0.9945 | 3382.80 | |
| -0.0059 | -3.35 |
Estimation Period:
Jan 2, 1990 to Sep 22, 2023
Jan 2, 1990 to Sep 22, 2023