V-Lab
V-Lab
PanAust Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, June 10th, 2015:41.09% (-0.51%)

Analysis last updated: Monday, March 1, 2021 at 06:43 PM UTC

Date Range:

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to

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graph of PanAust Ltd GJR-GARCH
paramt-stat
ω0.11112.55
α0.01128.84
β0.9593276.79
γ0.05886.30
Estimation Period:
Jan 2, 1996 to Jun 5, 2015
Impact of return on volatility tomorrow
Volatility Forecasts