V-Lab
Wollongong Coal Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 11th, 2018:131.36% (-4.92%)
Analysis last updated: Monday, March 1, 2021 at 05:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 3.98 | |
| 0.1133 | 11.27 | |
| 0.9965 | 714.87 | |
| -0.0482 | -6.05 |
Estimation Period:
Jul 10, 2007 to Dec 7, 2018
Jul 10, 2007 to Dec 7, 2018
News Impact Curve
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