V-Lab
Tatts Group Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, December 14th, 2017:22.32% (-0.42%)
Analysis last updated: Wednesday, December 13, 2017 at 06:22 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0900 | 14.62 | |
| 0.0699 | 23.66 | |
| 0.8881 | 189.65 | |
| -0.0903 | -1.76 |
Estimation Period:
Jul 7, 2005 to Dec 8, 2017
Jul 7, 2005 to Dec 8, 2017
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