V-Lab
David Jones Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, July 21st, 2014:28.66% (-0.18%)
Analysis last updated: Friday, July 18, 2014 at 07:06 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0128 | -1.43 | |
| 0.0138 | 16.33 | |
| 0.9808 | 838.27 | |
| 1.6277 | 7.08 |
Estimation Period:
Nov 27, 1995 to Jul 18, 2014
Nov 27, 1995 to Jul 18, 2014
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