V-Lab
Mondi PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:24.89% (-0.38%)
Analysis last updated: Saturday, April 27, 2024 at 08:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0612 | 11.79 | |
| 0.0043 | 3.09 | |
| 0.9445 | 460.04 | |
| 0.0704 | 13.77 |
Estimation Period:
Jun 29, 2007 to Apr 26, 2024
Jun 29, 2007 to Apr 26, 2024