V-Lab
Wotif.com Holdings Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2014:32.26% (-0.35%)
Analysis last updated: Monday, March 1, 2021 at 08:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1407 | 22.33 | |
| 0.2190 | 14.36 | |
| 0.4717 | 21.51 |
Estimation Period:
Jun 2, 2006 to Oct 31, 2014
Jun 2, 2006 to Oct 31, 2014
News Impact Curve
Volatility Forecasts
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