V-Lab
Southern Cross Media Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:37.87% (+6.00%)
Analysis last updated: Saturday, April 27, 2024 at 07:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5148 | 4.65 | |
| 0.0978 | 5.02 | |
| 0.8214 | 26.49 | |
| -0.0338 | -0.12 | |
| -0.3353 | -0.79 | |
| 0.5515 | 1.69 | |
| -0.0910 | -0.31 | |
| -0.1361 | -0.44 | |
| -0.2845 | -0.87 | |
| 1.0019 | 3.05 | |
| -1.2482 | -3.02 | |
| 0.8957 | 2.11 | |
| -0.6150 | -1.57 |
Estimation Period:
Nov 9, 2006 to Apr 26, 2024
Nov 9, 2006 to Apr 26, 2024
News Impact Curve
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