V-Lab
Virgin Australia Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 10th, 2020:78.37% (+1.22%)
Analysis last updated: Thursday, April 9, 2020 at 06:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6052 | 3.85 | |
| 0.1555 | 6.33 | |
| 0.6942 | 13.29 | |
| -0.6687 | -1.44 | |
| 1.4554 | 1.98 | |
| -1.1410 | -2.39 | |
| -0.0480 | -0.14 | |
| 0.8341 | 2.41 | |
| -0.7335 | -1.90 | |
| 0.5971 | 1.86 | |
| -0.3666 | -1.19 | |
| -0.0895 | -0.27 | |
| 0.6741 | 1.45 |
Estimation Period:
Dec 8, 2003 to Apr 3, 2020
Dec 8, 2003 to Apr 3, 2020
News Impact Curve
Volatility Forecasts
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