V-Lab
Incitec Pivot Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:24.52% (-0.12%)
Analysis last updated: Saturday, April 20, 2024 at 08:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0750 | 7.21 | |
| 0.1072 | 18.77 | |
| 0.8752 | 129.72 | |
| 0.6692 | 8.26 |
Estimation Period:
Jul 28, 2003 to Apr 19, 2024
Jul 28, 2003 to Apr 19, 2024
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