V-Lab
Toll Holdings Ltd MEM Volatility Analysis
Volatility Prediction for Friday, May 15th, 2015:10.55% (+0.13%)
Analysis last updated: Thursday, May 14, 2015 at 06:51 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 2.71 | |
| 0.0714 | 17.24 | |
| 0.9286 | 354.97 |
Estimation Period:
Oct 12, 1993 to May 8, 2015
Oct 12, 1993 to May 8, 2015
News Impact Curve
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