V-Lab
Myer Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:42.95% (-0.31%)
Analysis last updated: Thursday, May 2, 2024 at 03:54 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 2.28 | |
| 0.0028 | 3.35 | |
| 0.9829 | 855.46 | |
| 0.0265 | 8.13 |
Estimation Period:
Nov 2, 2009 to Apr 26, 2024
Nov 2, 2009 to Apr 26, 2024
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