V-Lab
Toll Holdings Ltd APARCH Volatility Analysis
Volatility Prediction for Friday, May 15th, 2015:20.31% (-0.27%)
Analysis last updated: Thursday, May 14, 2015 at 06:52 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4482 | 7.84 | |
| 0.2360 | 11.87 | |
| 0.6526 | 18.92 | |
| 0.2616 | 12.82 | |
| 1.1487 | 26.64 |
Estimation Period:
Oct 12, 1993 to May 8, 2015
Oct 12, 1993 to May 8, 2015
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