V-Lab
Atlas Iron Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, November 19th, 2018:16.78% (-0.76%)
Analysis last updated: Monday, March 1, 2021 at 09:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1283 | 11.75 | |
| 0.2636 | 25.36 | |
| 0.9672 | 347.30 | |
| -0.0484 | -4.31 |
Estimation Period:
Dec 17, 2004 to Nov 16, 2018
Dec 17, 2004 to Nov 16, 2018
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