V-Lab
Ten Network Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, June 13th, 2017:93.29% (-3.67%)
Analysis last updated: Monday, March 1, 2021 at 06:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0685 | 12.48 | |
| 0.0501 | 14.41 | |
| 0.9239 | 330.67 | |
| 0.0313 | 5.20 |
Estimation Period:
Mar 31, 1998 to Jun 9, 2017
Mar 31, 1998 to Jun 9, 2017
News Impact Curve
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