V-Lab
Metcash Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:16.07% (-0.26%)
Analysis last updated: Thursday, April 18, 2024 at 07:16 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0669 | 15.81 | |
| 0.0923 | 26.31 | |
| 0.8988 | 275.86 |
Estimation Period:
Jun 17, 1994 to Apr 12, 2024
Jun 17, 1994 to Apr 12, 2024