V-Lab
iiNet Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, August 25th, 2015:17.92% (-0.84%)
Analysis last updated: Monday, March 1, 2021 at 08:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2856 | 10.97 | |
| 0.4973 | 16.75 | |
| 0.8911 | 110.24 | |
| -0.1379 | -4.84 |
Estimation Period:
Sep 20, 1999 to Aug 21, 2015
Sep 20, 1999 to Aug 21, 2015