V-Lab
Orora Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:32.58% (+0.88%)
Analysis last updated: Saturday, April 27, 2024 at 07:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3317 | 9.68 | |
| 0.0122 | 3.22 | |
| 0.8366 | 82.91 | |
| 0.0859 | 6.04 |
Estimation Period:
Dec 18, 2013 to Apr 26, 2024
Dec 18, 2013 to Apr 26, 2024