V-Lab
Iluka Resources Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:38.60% (+1.97%)
Analysis last updated: Saturday, April 20, 2024 at 08:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 13.58 | |
| 0.0858 | 29.60 | |
| 0.9875 | 1123.45 | |
| -0.0214 | -8.28 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024
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