V-Lab
Frasers Property AHL Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, October 2nd, 2014:10.78% (-0.23%)
Analysis last updated: Monday, March 1, 2021 at 09:18 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0200 | 9.72 | |
| 0.1227 | 36.08 | |
| 0.9909 | 1104.69 | |
| -0.0319 | -6.63 |
Estimation Period:
Jun 16, 1997 to Sep 26, 2014
Jun 16, 1997 to Sep 26, 2014
News Impact Curve
Volatility Forecasts
Other Frasers Property AHL Ltd Analyses