V-Lab
Hanes Australasia Pty Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, June 29th, 2016:27.70% (+0.07%)
Analysis last updated: Tuesday, June 28, 2016 at 07:15 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5474 | 4.73 | |
| 0.1512 | 7.49 | |
| 0.7798 | 26.38 | |
| -0.0085 | -0.23 | |
| -0.0198 | -0.37 | |
| 0.0343 | 1.17 |
Estimation Period:
Apr 2, 2004 to Jun 24, 2016
Apr 2, 2004 to Jun 24, 2016
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