V-Lab
Hanes Australasia Pty Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, June 29th, 2016:14.44% (+0.27%)
Analysis last updated: Monday, March 1, 2021 at 06:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.4110 | 4.89 | |
| 0.1003 | 28.46 | |
| 0.9865 | 349.68 | |
| 5 | 10.00 |
Estimation Period:
Apr 2, 2004 to Jun 24, 2016
Apr 2, 2004 to Jun 24, 2016
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