V-Lab
DH Corp AGARCH Volatility Analysis
Volatility Prediction for Friday, June 16th, 2017:13.22% (+0.01%)
Analysis last updated: Thursday, June 15, 2017 at 08:48 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0910 | 11.98 | |
| 0.1207 | 27.78 | |
| 0.8475 | 156.99 | |
| 0.3621 | 9.26 |
Estimation Period:
Dec 20, 2001 to Jun 9, 2017
Dec 20, 2001 to Jun 9, 2017