V-Lab
Whitehaven Coal Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, April 15th, 2024:36.50% (-1.18%)
Analysis last updated: Saturday, April 13, 2024 at 08:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2028 | 13.92 | |
| 0.0867 | 44.82 | |
| 0.8913 | 475.87 | |
| 0.6829 | 9.60 |
Estimation Period:
Jun 1, 2007 to Apr 12, 2024
Jun 1, 2007 to Apr 12, 2024
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