V-Lab
Navitas Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, June 25th, 2019:25.28% (+0.08%)
Analysis last updated: Monday, June 24, 2019 at 07:13 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0641 | 20.33 | |
| 0.1528 | 22.55 | |
| 0.5684 | 37.96 | |
| 0.5102 | 6.50 |
Estimation Period:
Dec 15, 2004 to Jun 21, 2019
Dec 15, 2004 to Jun 21, 2019