V-Lab
IRESS Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:31.76% (+1.88%)
Analysis last updated: Saturday, April 20, 2024 at 08:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6453 | 14.57 | |
| 0.1158 | 23.14 | |
| 0.7111 | 55.31 |
Estimation Period:
Nov 3, 2000 to Apr 19, 2024
Nov 3, 2000 to Apr 19, 2024