V-Lab
Aurizon Holdings Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:18.52% (-0.46%)
Analysis last updated: Saturday, May 11, 2024 at 12:26 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1544 | 14.47 | |
| 0.0850 | 16.83 | |
| 0.8401 | 107.23 |
Estimation Period:
Nov 22, 2010 to May 3, 2024
Nov 22, 2010 to May 3, 2024
News Impact Curve
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