V-Lab
Downer EDI Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:31.36% (-0.60%)
Analysis last updated: Wednesday, May 1, 2024 at 04:05 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0094 | 1.28 | |
| 0.0305 | 10.06 | |
| 0.9968 | 528.23 | |
| -0.0438 | -13.95 |
Estimation Period:
Jan 4, 1996 to Apr 26, 2024
Jan 4, 1996 to Apr 26, 2024
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