V-Lab
CSL Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:18.67% (-0.07%)
Analysis last updated: Friday, May 3, 2024 at 05:35 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 8.14 | |
| 0.0291 | 17.44 | |
| 0.9657 | 420.60 |
Estimation Period:
May 30, 1994 to Apr 26, 2024
May 30, 1994 to Apr 26, 2024