V-Lab
UGL Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, December 29th, 2016:42.70% (-0.78%)
Analysis last updated: Wednesday, December 28, 2016 at 07:18 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 5.33 | |
| 0.0315 | 20.59 | |
| 0.9585 | 485.32 | |
| 0.8758 | 8.37 |
Estimation Period:
Dec 19, 1994 to Dec 23, 2016
Dec 19, 1994 to Dec 23, 2016