V-Lab
iiNet Ltd APARCH Volatility Analysis
Volatility Prediction for Tuesday, August 25th, 2015:23.29% (-0.56%)
Analysis last updated: Friday, April 29, 2016 at 06:24 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5026 | 5.88 | |
| 0.3041 | 11.07 | |
| 0.6959 | 29.86 | |
| 0.2540 | 12.26 | |
| 1.6152 | 12.98 |
Estimation Period:
Sep 20, 1999 to Aug 21, 2015
Sep 20, 1999 to Aug 21, 2015