V-Lab
David Jones Ltd MEM Volatility Analysis
Volatility Prediction for Monday, July 21st, 2014:12.36% (-0.29%)
Analysis last updated: Friday, April 29, 2016 at 05:52 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0919 | 13.57 | |
| 0.1910 | 41.01 | |
| 0.7932 | 204.11 |
Estimation Period:
Nov 27, 1995 to Jul 18, 2014
Nov 27, 1995 to Jul 18, 2014
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