V-Lab
PanAust Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, June 10th, 2015:44.54% (-0.78%)
Analysis last updated: Tuesday, June 9, 2015 at 06:51 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0823 | -2.10 | |
| 0.0482 | 16.29 | |
| 0.9477 | 292.58 | |
| 2.1799 | 12.31 |
Estimation Period:
Jan 2, 1996 to Jun 5, 2015
Jan 2, 1996 to Jun 5, 2015