V-Lab
Downer EDI Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:31.54% (-0.16%)
Analysis last updated: Saturday, May 4, 2024 at 06:16 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0364 | 4.95 | |
| 0.0042 | 2.93 | |
| 0.9808 | 675.92 | |
| 0.0179 | 7.20 |
Estimation Period:
Jan 4, 1996 to Apr 26, 2024
Jan 4, 1996 to Apr 26, 2024
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