V-Lab
Laird PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, July 2nd, 2018:21.99% (-0.12%)
Analysis last updated: Monday, March 1, 2021 at 06:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 2.67 | |
| 0.0228 | 12.54 | |
| 0.9962 | 1010.30 | |
| -0.0439 | -13.94 |
Estimation Period:
Jan 2, 1990 to Jun 29, 2018
Jan 2, 1990 to Jun 29, 2018