V-Lab
Union Steel AGARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2014:34.06% (-1.26%)
Analysis last updated: Wednesday, December 24, 2014 at 10:01 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4088 | 20.77 | |
| 0.1608 | 38.49 | |
| 0.8102 | 171.44 | |
| -0.2067 | -3.23 |
Estimation Period:
Jan 3, 1990 to Dec 24, 2014
Jan 3, 1990 to Dec 24, 2014