V-Lab
Tatts Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, December 14th, 2017:20.67% (+0.68%)
Analysis last updated: Monday, March 1, 2021 at 08:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 11.63 | |
| 0.1072 | 18.59 | |
| 0.9774 | 486.27 | |
| -0.0115 | -1.58 |
Estimation Period:
Jul 7, 2005 to Dec 8, 2017
Jul 7, 2005 to Dec 8, 2017
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