V-Lab
Euro EGARCH Volatility Analysis
Volatility Prediction for Monday, July 29th, 2024:4.87% (-0.02%)
Analysis last updated: Friday, July 26, 2024 at 07:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0013 | -3.05 | |
| 0.0655 | 34.90 | |
| 0.9949 | 3540.40 | |
| -0.0059 | -3.42 |
Estimation Period:
Jan 2, 1990 to Jul 26, 2024
Jan 2, 1990 to Jul 26, 2024