V-Lab
Union Steel APARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2014:36.09% (+0.87%)
Analysis last updated: Wednesday, December 24, 2014 at 10:01 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3464 | 16.79 | |
| 0.1634 | 37.10 | |
| 0.8154 | 171.81 | |
| -0.0805 | -6.17 | |
| 1.7801 | 37.62 |
Estimation Period:
Jan 3, 1990 to Dec 24, 2014
Jan 3, 1990 to Dec 24, 2014