V-Lab
Wotif.com Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2014:31.80% (-0.59%)
Analysis last updated: Monday, March 1, 2021 at 09:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1689 | 21.48 | |
| 0.3999 | 5.95 | |
| 0.4432 | 22.89 | |
| -0.2821 | -3.42 |
Estimation Period:
Jun 2, 2006 to Oct 31, 2014
Jun 2, 2006 to Oct 31, 2014
News Impact Curve
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