V-Lab
MBIA Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:55.68% (-1.21%)
Analysis last updated: Thursday, May 16, 2024 at 10:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0133 | 5.49 | |
| 0.0852 | 20.90 | |
| 0.9970 | 1715.94 | |
| -0.0522 | -17.97 |
Estimation Period:
Jan 2, 1990 to May 10, 2024
Jan 2, 1990 to May 10, 2024