V-Lab
Kardan NV EGARCH Volatility Analysis
Volatility Prediction for Monday, August 31st, 2020:219.21% (+23.28%)
Analysis last updated: Monday, March 1, 2021 at 08:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1388 | 11.23 | |
| 0.2434 | 23.61 | |
| 0.9597 | 239.32 | |
| -0.0363 | -3.38 |
Estimation Period:
Jul 11, 2003 to Aug 28, 2020
Jul 11, 2003 to Aug 28, 2020