V-Lab
Solvay SA EGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:31.22% (-0.29%)
Analysis last updated: Saturday, May 4, 2024 at 08:08 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 17.79 | |
| 0.1399 | 33.22 | |
| 0.9762 | 713.58 | |
| -0.0188 | -3.59 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024