V-Lab
MacPhersons Resources Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, June 7th, 2019:82.30% (+1.66%)
Analysis last updated: Thursday, June 6, 2019 at 06:45 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8681 | 5.55 | |
| 0.1923 | 3.95 | |
| 0.2854 | 2.38 | |
| 0.3233 | 0.80 | |
| 0.0463 | 0.08 | |
| -1.0359 | -2.80 | |
| 1.1111 | 3.21 | |
| -0.8455 | -2.18 | |
| 0.6190 | 1.88 |
Estimation Period:
Dec 28, 2010 to May 17, 2019
Dec 28, 2010 to May 17, 2019
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