V-Lab
Trade Me Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2019:14.43% (-0.18%)
Analysis last updated: Monday, March 1, 2021 at 09:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0811 | 12.02 | |
| 0.0767 | 9.02 | |
| 0.8805 | 128.74 | |
| 0.0268 | 2.04 |
Estimation Period:
Dec 13, 2011 to Apr 26, 2019
Dec 13, 2011 to Apr 26, 2019
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