V-Lab
Fairfax Media Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, November 29th, 2018:30.93% (-1.07%)
Analysis last updated: Wednesday, November 28, 2018 at 06:17 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0675 | 15.26 | |
| 0.0684 | 36.22 | |
| 0.9102 | 400.08 | |
| 0.4730 | 10.39 |
Estimation Period:
May 8, 1992 to Nov 23, 2018
May 8, 1992 to Nov 23, 2018
News Impact Curve
Volatility Forecasts
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