V-Lab
Crown Resorts Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 2nd, 2022:13.41% (-0.03%)
Analysis last updated: Wednesday, August 3, 2022 at 02:52 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 4.48 | |
| 0.0023 | 1.28 | |
| 0.9717 | 378.11 | |
| 0.0449 | 8.19 |
Estimation Period:
Dec 3, 2007 to Jul 29, 2022
Dec 3, 2007 to Jul 29, 2022
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