V-Lab
CSR Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:19.47% (-0.38%)
Analysis last updated: Saturday, April 20, 2024 at 08:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0603 | 19.76 | |
| 0.0597 | 29.57 | |
| 0.9232 | 394.37 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024