V-Lab: Computershare Ltd GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Computershare Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:25.14% (+2.04%)

Analysis last updated: Friday, May 3, 2024 at 05:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2572	24.20
$α$	0.1174	21.03
$β$	0.8117	158.82
$γ$	0.0441	3.92

Estimation Period:
May 27, 1994 to Apr 26, 2024

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Volatility Forecasts