V-Lab
Acrux Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:80.43% (-2.37%)
Analysis last updated: Saturday, May 4, 2024 at 07:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0418 | 9.41 | |
| 0.0777 | 13.95 | |
| 0.9885 | 690.32 | |
| -0.0123 | -2.22 |
Estimation Period:
Sep 29, 2004 to May 3, 2024
Sep 29, 2004 to May 3, 2024