V-Lab
Virgin Australia Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 13th, 2020:126.62% (-4.49%)
Analysis last updated: Monday, March 1, 2021 at 09:14 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2209 | 9.82 | |
| 0.0885 | 13.91 | |
| 0.8829 | 160.35 | |
| 0.0131 | 1.24 |
Estimation Period:
Dec 8, 2003 to Apr 9, 2020
Dec 8, 2003 to Apr 9, 2020
News Impact Curve
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