V-Lab
Sims Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:28.22% (-0.37%)
Analysis last updated: Thursday, May 2, 2024 at 03:41 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0389 | 9.56 | |
| 0.0365 | 30.05 | |
| 0.9542 | 590.44 | |
| 0.4512 | 6.18 |
Estimation Period:
Nov 25, 1991 to Apr 26, 2024
Nov 25, 1991 to Apr 26, 2024