V-Lab
David Jones Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, July 21st, 2014:21.29% (-0.15%)
Analysis last updated: Monday, March 1, 2021 at 08:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 5.50 | |
| 0.0090 | 7.54 | |
| 0.9768 | 787.71 | |
| 0.0205 | 6.53 |
Estimation Period:
Nov 27, 1995 to Jul 18, 2014
Nov 27, 1995 to Jul 18, 2014
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