V-Lab
Slater & Gordon Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 3rd, 2023:25.19% (-0.04%)
Analysis last updated: Wednesday, May 3, 2023 at 11:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7705 | 16.66 | |
| 0.2894 | 25.83 | |
| 0.6923 | 71.59 | |
| 0.0185 | 0.25 |
Estimation Period:
May 21, 2007 to Apr 28, 2023
May 21, 2007 to Apr 28, 2023
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