V-Lab
Goodman Fielder Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 4th, 2015:15.77% (+0.13%)
Analysis last updated: Monday, March 1, 2021 at 08:18 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 3.72 | |
| 0.0201 | 5.43 | |
| 0.9517 | 274.89 | |
| 0.0565 | 10.96 |
Estimation Period:
Dec 19, 2005 to Feb 27, 2015
Dec 19, 2005 to Feb 27, 2015
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