V-Lab
Li & Fung Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, May 18th, 2020:35.00% (-1.81%)
Analysis last updated: Friday, May 15, 2020 at 03:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6475 | 19.26 | |
| 0.1337 | 31.93 | |
| 0.7836 | 134.77 | |
| -0.0683 | -0.93 |
Estimation Period:
Jul 1, 1992 to May 15, 2020
Jul 1, 1992 to May 15, 2020