V-Lab
Hanes Australasia Pty Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, June 29th, 2016:20.30% (-0.03%)
Analysis last updated: Monday, March 1, 2021 at 07:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1696 | 14.51 | |
| 0.0779 | 18.54 | |
| 0.8792 | 244.48 | |
| 0.0493 | 4.98 |
Estimation Period:
Apr 2, 2004 to Jun 24, 2016
Apr 2, 2004 to Jun 24, 2016
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