V-Lab
Wollongong Coal Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 11th, 2018:155.44% (-3.92%)
Analysis last updated: Monday, December 10, 2018 at 05:47 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0108 | -0.31 | |
| 0.0490 | 13.07 | |
| 0.9503 | 280.66 | |
| 1.5784 | 9.53 |
Estimation Period:
Jul 10, 2007 to Dec 7, 2018
Jul 10, 2007 to Dec 7, 2018
News Impact Curve
Volatility Forecasts
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