V-Lab
REA Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:27.92% (-0.57%)
Analysis last updated: Friday, April 19, 2024 at 07:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 12.67 | |
| 0.0355 | 13.49 | |
| 0.9486 | 617.20 | |
| 0.0230 | 4.12 |
Estimation Period:
Dec 1, 1999 to Apr 12, 2024
Dec 1, 1999 to Apr 12, 2024
News Impact Curve
Volatility Forecasts
Other REA Group Ltd Analyses