V-Lab
PanAust Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, June 10th, 2015:50.95% (-0.90%)
Analysis last updated: Monday, March 1, 2021 at 06:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1222 | 4.72 | |
| 0.0440 | 18.65 | |
| 0.9543 | 277.33 |
Estimation Period:
Jan 2, 1996 to Jun 5, 2015
Jan 2, 1996 to Jun 5, 2015