V-Lab: Adbri Ltd MF2-GARCH Volatility Analysis

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V-Lab

Adbri Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:24.77% (-0.03%)

Analysis last updated: Saturday, April 27, 2024 at 07:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1812	16.13
$β$	0.3722	13.01
$γ$	-0.0686	-5.97
$λ_{1}$	0.3054	0.52
$λ_{2}$	0.3995	0.80
$λ_{3}$	0.5502	0.89

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

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