V-Lab
Bega Cheese Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:28.98% (-1.93%)
Analysis last updated: Friday, April 19, 2024 at 08:33 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4247 | 13.23 | |
| 0.1389 | 8.52 | |
| 0.4833 | 16.04 | |
| 0.0284 | 1.19 |
Estimation Period:
Aug 19, 2011 to Apr 12, 2024
Aug 19, 2011 to Apr 12, 2024
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