V-Lab
Mondi PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:21.70% (-0.15%)
Analysis last updated: Wednesday, April 17, 2024 at 01:38 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0577 | 11.50 | |
| 0.0053 | 3.69 | |
| 0.9446 | 461.24 | |
| 0.0694 | 13.59 |
Estimation Period:
Jun 29, 2007 to Apr 12, 2024
Jun 29, 2007 to Apr 12, 2024