V-Lab
IRESS Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:27.72% (-1.72%)
Analysis last updated: Thursday, May 2, 2024 at 04:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7899 | 18.01 | |
| 0.1343 | 25.40 | |
| 0.6549 | 53.67 | |
| 0.1045 | 1.38 |
Estimation Period:
Nov 3, 2000 to Apr 26, 2024
Nov 3, 2000 to Apr 26, 2024