V-Lab
RONA Inc AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 25th, 2016:18.54% (-0.02%)
Analysis last updated: Tuesday, May 24, 2016 at 08:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4833 | 22.38 | |
| 0.2167 | 26.28 | |
| 0.6436 | 66.47 | |
| 0.0837 | 2.09 |
Estimation Period:
Oct 28, 2002 to May 20, 2016
Oct 28, 2002 to May 20, 2016