V-Lab
Coca-Cola Amatil Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, April 22nd, 2021:12.83% (-0.03%)
Analysis last updated: Wednesday, April 21, 2021 at 09:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 15.96 | |
| 0.0395 | 28.43 | |
| 0.9510 | 569.45 | |
| 0.1776 | 3.27 |
Estimation Period:
Jan 1, 1990 to Apr 16, 2021
Jan 1, 1990 to Apr 16, 2021
News Impact Curve
Volatility Forecasts
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