V-Lab
MacPhersons Resources Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, June 7th, 2019:96.35% (+0.63%)
Analysis last updated: Monday, March 1, 2021 at 06:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 13.25 | |
| 0.1455 | 9.15 | |
| 0.6846 | 37.85 | |
| 0.0266 | 0.74 |
Estimation Period:
Dec 28, 2010 to May 17, 2019
Dec 28, 2010 to May 17, 2019
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