V-Lab
Trade Me Group Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2019:14.76% (-0.17%)
Analysis last updated: Thursday, May 2, 2019 at 06:42 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0922 | 12.57 | |
| 0.0956 | 17.10 | |
| 0.8688 | 123.70 | |
| 0.1795 | 3.20 |
Estimation Period:
Dec 13, 2011 to Apr 26, 2019
Dec 13, 2011 to Apr 26, 2019
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