V-Lab
Li & Fung Ltd APARCH Volatility Analysis
Volatility Prediction for Monday, May 18th, 2020:32.99% (-2.32%)
Analysis last updated: Friday, May 15, 2020 at 03:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1770 | 11.18 | |
| 0.1104 | 28.49 | |
| 0.8549 | 130.81 | |
| 0.0385 | 1.45 | |
| 1.0240 | 24.26 |
Estimation Period:
Jul 1, 1992 to May 15, 2020
Jul 1, 1992 to May 15, 2020