V-Lab
Cullinan Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, March 14th, 2018:127.25% (-3.65%)
Analysis last updated: Monday, March 1, 2021 at 08:38 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0703 | 5.22 | |
| 0.0981 | 22.83 | |
| 0.9873 | 392.39 | |
| -0.0846 | -15.51 |
Estimation Period:
Jan 2, 1990 to Feb 23, 2018
Jan 2, 1990 to Feb 23, 2018
News Impact Curve
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