V-Lab
CSR Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:8.20% (-0.26%)
Analysis last updated: Saturday, May 4, 2024 at 07:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0262 | 12.46 | |
| 0.1375 | 30.72 | |
| 0.9822 | 783.26 | |
| -0.0321 | -9.59 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024