V-Lab
eXtract Group Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 27th, 2019:31.78% (-6.10%)
Analysis last updated: Tuesday, February 26, 2019 at 04:14 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2035 | 0.58 | |
| 0.5086 | 5.83 | |
| 0.6479 | 17.32 | |
| -2.0914 | -6.75 |
Estimation Period:
May 12, 2008 to Feb 22, 2019
May 12, 2008 to Feb 22, 2019
News Impact Curve
Volatility Forecasts
Other eXtract Group Ltd Analyses