V-Lab
eXtract Group Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 27th, 2019:105.55% (-0.19%)
Analysis last updated: Monday, March 1, 2021 at 05:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0138 | 1.18 | |
| 0.0057 | 13.88 | |
| 0.9943 | 467.91 |
Estimation Period:
May 12, 2008 to Feb 22, 2019
May 12, 2008 to Feb 22, 2019
News Impact Curve
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