V-Lab
Flight Centre Travel Group Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:32.65% (+5.80%)
Analysis last updated: Saturday, April 20, 2024 at 08:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6323 | 16.52 | |
| 0.1591 | 30.18 | |
| 0.7236 | 85.50 | |
| 0.0722 | 1.21 |
Estimation Period:
Dec 1, 1995 to Apr 19, 2024
Dec 1, 1995 to Apr 19, 2024
News Impact Curve
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