V-Lab
Shenhua International Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, August 23rd, 2017:141.10% (+6.81%)
Analysis last updated: Tuesday, August 22, 2017 at 07:15 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 4.84 | |
| 0.4464 | 14.09 | |
| 0.2706 | 13.12 | |
| -10.0000 | -18.01 |
Estimation Period:
Sep 15, 2009 to Jun 2, 2017
Sep 15, 2009 to Jun 2, 2017
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