V-Lab
PanAust Ltd APARCH Volatility Analysis
Volatility Prediction for Wednesday, June 10th, 2015:33.58% (-0.47%)
Analysis last updated: Tuesday, June 9, 2015 at 06:51 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0587 | 3.85 | |
| 0.0392 | 16.19 | |
| 0.9608 | 289.49 | |
| 0.5776 | 13.53 | |
| 1.5560 | 21.87 |
Estimation Period:
Jan 2, 1996 to Jun 5, 2015
Jan 2, 1996 to Jun 5, 2015