V-Lab
Sage Group PLC/The EGARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:22.88% (-0.71%)
Analysis last updated: Saturday, May 4, 2024 at 04:45 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0551 | 15.00 | |
| 0.1185 | 18.94 | |
| 0.9671 | 451.72 | |
| -0.0233 | -5.11 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024
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