V-Lab
CSR Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:21.85% (-0.20%)
Analysis last updated: Friday, April 19, 2024 at 08:13 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6765 | 15.18 | |
| 0.0670 | 7.76 | |
| 0.8971 | 70.84 | |
| -0.0007 | -5.49 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024