V-Lab
Ascension Properties Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 19th, 2017:44.66% (+0.12%)
Analysis last updated: Monday, March 1, 2021 at 08:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0401 | 1.49 | |
| -0.0135 | -0.26 | |
| 0.9780 | 255.94 | |
| -0.3990 | -4.13 |
Estimation Period:
Jun 12, 2012 to Apr 13, 2017
Jun 12, 2012 to Apr 13, 2017
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