V-Lab
Hanes Australasia Pty Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, June 29th, 2016:20.31% (+0.04%)
Analysis last updated: Tuesday, June 28, 2016 at 07:14 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2737 | 17.06 | |
| 0.1502 | 33.85 | |
| 0.8236 | 183.51 | |
| 0.0369 | 0.54 |
Estimation Period:
Apr 2, 2004 to Jun 24, 2016
Apr 2, 2004 to Jun 24, 2016
News Impact Curve
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