V-Lab
Programmed Skilled Workforce Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 2nd, 2015:42.81% (+12.81%)
Analysis last updated: Friday, January 29, 2016 at 02:37 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6380 | 7.40 | |
| 0.2005 | 7.58 | |
| 0.5938 | 12.02 | |
| -0.0442 | -0.49 | |
| 0.0429 | 0.28 | |
| 0.0167 | 0.13 | |
| -0.2390 | -1.78 | |
| 0.5364 | 3.59 | |
| -0.4146 | -3.54 | |
| -0.0296 | -0.28 | |
| 0.3230 | 2.33 | |
| -0.3978 | -2.13 |
Estimation Period:
Jul 27, 1994 to Sep 25, 2015
Jul 27, 1994 to Sep 25, 2015
News Impact Curve
Volatility Forecasts
Other Programmed Skilled Workforce Ltd Analyses