V-Lab
Brambles Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:19.56% (-0.09%)
Analysis last updated: Wednesday, April 17, 2024 at 02:17 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0886 | 16.24 | |
| 0.0448 | 17.58 | |
| 0.8977 | 247.18 | |
| 0.0479 | 5.42 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024