V-Lab
MacPhersons Resources Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, June 7th, 2019:82.84% (+1.88%)
Analysis last updated: Thursday, June 6, 2019 at 06:45 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6260 | 8.85 | |
| 0.2142 | 4.55 | |
| 0.2852 | 2.71 | |
| -0.0508 | -3.41 |
Estimation Period:
Dec 28, 2010 to May 17, 2019
Dec 28, 2010 to May 17, 2019
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