V-Lab
GAGFAH SA EGARCH Volatility Analysis
Volatility Prediction for Monday, July 3rd, 2017:23.62% (+1.07%)
Analysis last updated: Monday, March 1, 2021 at 06:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0310 | 14.04 | |
| 0.1250 | 17.71 | |
| 0.9866 | 1056.37 | |
| -0.0194 | -3.19 |
Estimation Period:
Oct 18, 2006 to Jun 30, 2017
Oct 18, 2006 to Jun 30, 2017