V-Lab: GrainCorp Ltd GJR-GARCH Volatility Analysis

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V-Lab

GrainCorp Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:20.21% (-0.90%)

Analysis last updated: Friday, April 19, 2024 at 08:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1475	17.95
$α$	0.1034	23.95
$β$	0.8202	155.06
$γ$	0.1186	9.59

Estimation Period:
Mar 30, 1998 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts