V-Lab
Myer Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:49.18% (-0.92%)
Analysis last updated: Thursday, May 2, 2024 at 03:55 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5327 | 10.01 | |
| 0.0630 | 3.60 | |
| 0.8688 | 19.03 | |
| -0.0061 | -5.60 |
Estimation Period:
Nov 2, 2009 to Apr 26, 2024
Nov 2, 2009 to Apr 26, 2024
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