V-Lab
Virgin Australia Holdings Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, April 13th, 2020:79.87% (+0.78%)
Analysis last updated: Sunday, March 21, 2021 at 06:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1515 | 15.59 | |
| 0.6998 | 45.44 | |
| 0.0032 | 0.24 | |
| 0.3545 | 1.51 | |
| 0.2367 | 1.56 | |
| 0.7326 | 4.15 |
Estimation Period:
Dec 8, 2003 to Apr 9, 2020
Dec 8, 2003 to Apr 9, 2020
News Impact Curve
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