V-Lab
iiNet Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, August 25th, 2015:27.06% (-0.23%)
Analysis last updated: Friday, April 29, 2016 at 05:49 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2285 | 23.63 | |
| 0.4212 | 12.80 | |
| 0.5405 | 30.95 | |
| 0.3754 | 6.09 |
Estimation Period:
Sep 20, 1999 to Aug 21, 2015
Sep 20, 1999 to Aug 21, 2015