V-Lab
DH Corp APARCH Volatility Analysis
Volatility Prediction for Friday, June 16th, 2017:8.11% (-0.15%)
Analysis last updated: Thursday, June 15, 2017 at 08:48 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0531 | 11.93 | |
| 0.1180 | 27.56 | |
| 0.8820 | 169.16 | |
| 0.2976 | 11.32 | |
| 0.9764 | 17.59 |
Estimation Period:
Dec 20, 2001 to Jun 9, 2017
Dec 20, 2001 to Jun 9, 2017