V-Lab
Frasers Property AHL Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 2nd, 2014:13.13% (-0.16%)
Analysis last updated: Monday, March 1, 2021 at 08:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 9.71 | |
| 0.0458 | 16.99 | |
| 0.9360 | 373.19 | |
| 0.0266 | 3.75 |
Estimation Period:
Jun 16, 1997 to Sep 26, 2014
Jun 16, 1997 to Sep 26, 2014
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