V-Lab
V-Lab
CSR Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:17.51% (-0.05%)

Analysis last updated: Wednesday, May 1, 2024 at 04:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CSR Ltd GARCH
paramt-stat
ω0.063420.23
α0.061930.67
β0.9201392.71
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts