V-Lab
Brambles Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:18.41% (-0.08%)
Analysis last updated: Saturday, April 20, 2024 at 08:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0888 | 16.22 | |
| 0.0450 | 17.60 | |
| 0.8974 | 246.47 | |
| 0.0481 | 5.42 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024