V-Lab
PanAust Ltd MEM Volatility Analysis
Volatility Prediction for Wednesday, June 10th, 2015:24.25% (-0.16%)
Analysis last updated: Tuesday, June 9, 2015 at 06:51 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1893 | 4.22 | |
| 0.0942 | 18.37 | |
| 0.9058 | 319.28 |
Estimation Period:
Jan 5, 1996 to Jun 5, 2015
Jan 5, 1996 to Jun 5, 2015