V-Lab
SAI Global Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 13th, 2016:19.81% (+0.04%)
Analysis last updated: Monday, December 12, 2016 at 06:12 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1388 | 10.73 | |
| 0.0589 | 22.73 | |
| 0.8972 | 187.16 | |
| 0.5035 | 5.55 |
Estimation Period:
Dec 17, 2003 to Dec 9, 2016
Dec 17, 2003 to Dec 9, 2016
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