V-Lab
M2 Group Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 9th, 2016:31.35% (-0.41%)
Analysis last updated: Monday, March 1, 2021 at 09:13 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0560 | 8.31 | |
| 0.0563 | 16.45 | |
| 0.9392 | 256.34 |
Estimation Period:
Oct 29, 2004 to Feb 5, 2016
Oct 29, 2004 to Feb 5, 2016
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