V-Lab
Adbri Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:21.61% (-0.03%)
Analysis last updated: Saturday, May 11, 2024 at 12:23 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1795 | 9.85 | |
| 0.0651 | 11.54 | |
| 0.9013 | 177.71 | |
| 0.0004 | 0.05 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024