V-Lab
Metcash Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:17.24% (+1.73%)
Analysis last updated: Saturday, April 20, 2024 at 08:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0743 | 15.64 | |
| 0.1054 | 29.82 | |
| 0.8843 | 273.19 | |
| 0.2592 | 6.14 |
Estimation Period:
Jun 17, 1994 to Apr 19, 2024
Jun 17, 1994 to Apr 19, 2024