V-Lab
Santos Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:19.98% (-0.07%)
Analysis last updated: Wednesday, May 1, 2024 at 03:43 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0404 | 14.57 | |
| 0.0274 | 17.36 | |
| 0.9420 | 486.59 | |
| 0.0401 | 10.30 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024