V-Lab
Treasury Wine Estates Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:25.87% (-0.17%)
Analysis last updated: Thursday, May 2, 2024 at 03:35 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3611 | 12.90 | |
| 0.3164 | 16.36 | |
| 0.7483 | 40.03 | |
| -0.0882 | -4.40 |
Estimation Period:
May 10, 2011 to Apr 26, 2024
May 10, 2011 to Apr 26, 2024
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