V-Lab
Wells Fargo & Co EGARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:17.50% (-0.84%)
Analysis last updated: Friday, May 17, 2024 at 09:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0158 | 9.17 | |
| 0.1360 | 39.63 | |
| 0.9908 | 1540.96 | |
| -0.0638 | -21.50 |
Estimation Period:
Jan 2, 1990 to May 17, 2024
Jan 2, 1990 to May 17, 2024
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