V-Lab
SAI Global Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 13th, 2016:20.18% (-0.07%)
Analysis last updated: Monday, March 1, 2021 at 05:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1406 | 11.62 | |
| 0.0538 | 20.46 | |
| 0.9058 | 171.52 |
Estimation Period:
Dec 17, 2003 to Dec 9, 2016
Dec 17, 2003 to Dec 9, 2016
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