V-Lab
Frasers Property AHL Ltd Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, October 2nd, 2014:11.45% (-0.29%)
Analysis last updated: Friday, November 20, 2015 at 07:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0117 | 8.14 | |
| 0.0698 | 18.12 | |
| 0.9240 | 372.45 | |
| 0.0123 | 1.91 |
Estimation Period:
Jun 16, 1997 to Sep 26, 2014
Jun 16, 1997 to Sep 26, 2014
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