V-Lab
Caledonia Investments PLC/fund APARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:19.42% (-0.51%)
Analysis last updated: Sunday, November 10, 2024 at 04:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0415 | 16.90 | |
| 0.1139 | 33.71 | |
| 0.8819 | 239.71 | |
| 0.1852 | 9.31 | |
| 1.4183 | 36.17 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
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