V-Lab
Atlas Iron Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 19th, 2018:29.64% (-0.37%)
Analysis last updated: Monday, March 1, 2021 at 05:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3706 | 13.53 | |
| 0.0838 | 16.03 | |
| 0.8722 | 209.75 | |
| 0.0881 | 5.17 |
Estimation Period:
Dec 17, 2004 to Nov 16, 2018
Dec 17, 2004 to Nov 16, 2018
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