V-Lab
Boral Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:23.68% (-0.38%)
Analysis last updated: Thursday, April 18, 2024 at 08:22 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1152 | 11.46 | |
| 0.0640 | 12.97 | |
| 0.9057 | 124.20 |
Estimation Period:
Feb 22, 2000 to Apr 12, 2024
Feb 22, 2000 to Apr 12, 2024