V-Lab
MacPhersons Resources Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, June 7th, 2019:77.91% (-14.01%)
Analysis last updated: Thursday, June 6, 2019 at 06:45 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.6528 | 29.39 | |
| 0.2571 | 22.72 | |
| 0.3090 | 18.26 | |
| -0.5524 | -2.08 |
Estimation Period:
Dec 28, 2010 to May 17, 2019
Dec 28, 2010 to May 17, 2019
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