V-Lab
A.C.N. 004 410 833 Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, September 20th, 2016:115.87% (-6.08%)
Analysis last updated: Monday, March 1, 2021 at 06:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1059 | 11.69 | |
| 0.0913 | 23.61 | |
| 0.9010 | 238.56 |
Estimation Period:
Oct 23, 2000 to Apr 1, 2016
Oct 23, 2000 to Apr 1, 2016
News Impact Curve
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