V-Lab
Treasury Wine Estates Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:22.26% (+0.28%)
Analysis last updated: Thursday, May 2, 2024 at 03:36 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4548 | 6.47 | |
| 0.1314 | 3.25 | |
| 0.1868 | 1.51 | |
| 0.9489 | 3.08 | |
| -1.3509 | -2.53 | |
| 0.4024 | 0.99 | |
| 0.1043 | 0.37 | |
| 0.1162 | 0.48 | |
| -0.7420 | -2.84 | |
| 0.8359 | 2.76 | |
| -0.3619 | -0.95 |
Estimation Period:
May 10, 2011 to Apr 26, 2024
May 10, 2011 to Apr 26, 2024
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