V-Lab
Goodman Fielder Ltd APARCH Volatility Analysis
Volatility Prediction for Wednesday, March 4th, 2015:13.16% (+0.51%)
Analysis last updated: Friday, April 29, 2016 at 06:09 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 4.40 | |
| 0.0322 | 1.17 | |
| 0.9678 | 383.89 | |
| 1.0000 | 0.72 | |
| 1.2325 | 28.80 |
Estimation Period:
Dec 19, 2005 to Feb 27, 2015
Dec 19, 2005 to Feb 27, 2015
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