V-Lab
MacPhersons Resources Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, June 7th, 2019:95.72% (-0.08%)
Analysis last updated: Monday, March 1, 2021 at 08:13 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 13.54 | |
| 0.1603 | 16.44 | |
| 0.6833 | 38.67 |
Estimation Period:
Dec 28, 2010 to May 17, 2019
Dec 28, 2010 to May 17, 2019
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