V-Lab
CSR Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:21.71% (-0.50%)
Analysis last updated: Wednesday, April 17, 2024 at 02:19 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0564 | 19.09 | |
| 0.0572 | 28.41 | |
| 0.9268 | 396.75 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024