V-Lab
Bradken Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, April 10th, 2017:22.67% (+3.31%)
Analysis last updated: Monday, March 1, 2021 at 06:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0427 | 6.48 | |
| 0.0610 | 22.83 | |
| 0.9390 | 292.08 |
Estimation Period:
Aug 18, 2004 to Apr 7, 2017
Aug 18, 2004 to Apr 7, 2017