V-Lab
Goodman Fielder Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 4th, 2015:17.89% (-0.09%)
Analysis last updated: Monday, March 1, 2021 at 06:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 5.45 | |
| 0.0466 | 14.84 | |
| 0.9534 | 279.27 |
Estimation Period:
Dec 19, 2005 to Feb 27, 2015
Dec 19, 2005 to Feb 27, 2015
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