V-Lab
Bradken Ltd APARCH Volatility Analysis
Volatility Prediction for Monday, April 10th, 2017:21.13% (+0.75%)
Analysis last updated: Friday, April 7, 2017 at 07:10 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0366 | 8.39 | |
| 0.0477 | 18.22 | |
| 0.9523 | 322.91 | |
| 0.4298 | 12.95 | |
| 1.5332 | 27.28 |
Estimation Period:
Aug 18, 2004 to Apr 7, 2017
Aug 18, 2004 to Apr 7, 2017