V-Lab
Virgin Australia Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, April 13th, 2020:119.23% (-2.07%)
Analysis last updated: Monday, March 1, 2021 at 05:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0555 | 14.45 | |
| 0.1418 | 20.98 | |
| 0.9803 | 548.59 | |
| -0.0102 | -0.94 |
Estimation Period:
Dec 8, 2003 to Apr 9, 2020
Dec 8, 2003 to Apr 9, 2020
News Impact Curve
Volatility Forecasts
Other Virgin Australia Holdings Ltd Analyses