V-Lab
Charter Hall Group EGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:32.80% (-0.95%)
Analysis last updated: Saturday, May 4, 2024 at 07:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 12.68 | |
| 0.1085 | 23.27 | |
| 0.9924 | 1827.65 | |
| -0.0259 | -6.27 |
Estimation Period:
Jun 13, 2005 to May 3, 2024
Jun 13, 2005 to May 3, 2024
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