V-Lab
Downer EDI Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:30.31% (+0.01%)
Analysis last updated: Wednesday, April 17, 2024 at 02:20 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0364 | 4.94 | |
| 0.0042 | 2.92 | |
| 0.9808 | 676.86 | |
| 0.0180 | 7.22 |
Estimation Period:
Jan 4, 1996 to Apr 12, 2024
Jan 4, 1996 to Apr 12, 2024
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