V-Lab
David Jones Ltd APARCH Volatility Analysis
Volatility Prediction for Monday, July 21st, 2014:14.43% (-0.37%)
Analysis last updated: Friday, July 18, 2014 at 07:06 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0193 | 9.37 | |
| 0.0341 | 15.33 | |
| 0.9637 | 358.52 | |
| 0.5128 | 8.86 | |
| 0.6434 | 11.07 |
Estimation Period:
Nov 27, 1995 to Jul 18, 2014
Nov 27, 1995 to Jul 18, 2014
News Impact Curve
Volatility Forecasts
Other David Jones Ltd Analyses