V-Lab
MacPhersons Resources Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, June 7th, 2019:99.09% (+1.62%)
Analysis last updated: Monday, March 1, 2021 at 09:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2677 | 19.15 | |
| 0.4077 | 25.31 | |
| 0.6338 | 32.39 | |
| 0.0019 | 0.10 |
Estimation Period:
Dec 28, 2010 to May 17, 2019
Dec 28, 2010 to May 17, 2019
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