V-Lab
GPT Group/The EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:22.80% (-0.16%)
Analysis last updated: Tuesday, November 12, 2024 at 07:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0105 | 6.99 | |
| 0.1118 | 30.61 | |
| 0.9906 | 1572.34 | |
| -0.0443 | -11.65 |
Estimation Period:
Jan 1, 1990 to Nov 8, 2024
Jan 1, 1990 to Nov 8, 2024