V-Lab
Wollongong Coal Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 11th, 2018:150.81% (-4.05%)
Analysis last updated: Monday, March 1, 2021 at 09:18 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1775 | 3.46 | |
| 0.0257 | 4.88 | |
| 0.9466 | 251.28 | |
| 0.0523 | 5.04 |
Estimation Period:
Jul 10, 2007 to Dec 7, 2018
Jul 10, 2007 to Dec 7, 2018
News Impact Curve
Volatility Forecasts
Other Wollongong Coal Ltd Analyses