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V-Lab
FGN Real Estate Development Investment Trust Co Ltd APARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2014:160.32% (-8.38%)

Analysis last updated: Monday, December 29, 2014 at 06:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of FGN Real Estate Development Investment Trust Co Ltd APARCH
paramt-stat
ω1.00000.86
α0.03951.54
β0.895025.81
γ0.02290.26
δ1.41071.86
Estimation Period:
May 3, 2010 to Oct 24, 2014
Impact of return on volatility tomorrow
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