V-Lab
Virgin Australia Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 10th, 2020:71.87% (+1.49%)
Analysis last updated: Thursday, April 9, 2020 at 06:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6175 | 3.89 | |
| 0.1565 | 6.36 | |
| 0.6992 | 13.84 | |
| -0.6505 | -1.39 | |
| 1.4297 | 1.92 | |
| -1.1308 | -2.33 | |
| -0.0491 | -0.14 | |
| 0.8330 | 2.36 | |
| -0.7422 | -1.90 | |
| 0.6317 | 1.95 | |
| -0.4622 | -1.52 | |
| 0.1515 | 0.51 | |
| -0.0164 | -0.08 |
Estimation Period:
Dec 8, 2003 to Apr 3, 2020
Dec 8, 2003 to Apr 3, 2020
News Impact Curve
Volatility Forecasts
Other Virgin Australia Holdings Ltd Analyses