V-Lab
Virgin Australia Holdings Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, April 13th, 2020:128.53% (-4.33%)
Analysis last updated: Monday, March 1, 2021 at 05:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2156 | 10.05 | |
| 0.0941 | 23.78 | |
| 0.8846 | 161.47 |
Estimation Period:
Dec 8, 2003 to Apr 9, 2020
Dec 8, 2003 to Apr 9, 2020
News Impact Curve
Volatility Forecasts
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