V-Lab
Freehold Royalties Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:19.86% (+1.45%)
Analysis last updated: Thursday, May 2, 2024 at 02:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 10.40 | |
| 0.1303 | 36.08 | |
| 0.9896 | 1372.49 | |
| -0.0543 | -13.25 |
Estimation Period:
Feb 20, 1997 to Apr 19, 2024
Feb 20, 1997 to Apr 19, 2024
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