V-Lab
Hanes Australasia Pty Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, June 29th, 2016:11.33% (+0.29%)
Analysis last updated: Monday, March 1, 2021 at 09:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0524 | 15.37 | |
| 0.1895 | 35.70 | |
| 0.9775 | 592.80 | |
| -0.0244 | -4.54 |
Estimation Period:
Apr 2, 2004 to Jun 24, 2016
Apr 2, 2004 to Jun 24, 2016
News Impact Curve
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