V-Lab
Village Roadshow Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, December 17th, 2020:26.13% (-0.72%)
Analysis last updated: Monday, March 1, 2021 at 08:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2128 | 20.63 | |
| 0.2381 | 33.44 | |
| 0.8918 | 161.85 | |
| -0.0527 | -7.42 |
Estimation Period:
Jan 1, 1990 to Dec 4, 2020
Jan 1, 1990 to Dec 4, 2020
News Impact Curve
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