V-Lab
Wollongong Coal Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 11th, 2018:154.85% (-2.85%)
Analysis last updated: Sunday, March 21, 2021 at 07:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.0000 | 0.00 | |
| 0.9633 | 396.25 | |
| 0.0652 | 21.71 | |
| 10.0000 | 1.11 | |
| 0.0077 | 0.15 | |
| 0.5927 | 1.95 |
Estimation Period:
Jul 10, 2007 to Dec 10, 2018
Jul 10, 2007 to Dec 10, 2018
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