V-Lab
Lafarge SA AGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 21st, 2015:16.38% (-0.18%)
Analysis last updated: Tuesday, October 20, 2015 at 04:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0355 | 9.27 | |
| 0.0592 | 40.38 | |
| 0.9281 | 483.39 | |
| 0.5942 | 17.98 |
Estimation Period:
Jan 1, 1990 to Oct 16, 2015
Jan 1, 1990 to Oct 16, 2015