V-Lab
CSR Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:20.83% (+0.11%)
Analysis last updated: Wednesday, May 1, 2024 at 04:11 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6813 | 15.16 | |
| 0.0688 | 7.95 | |
| 0.8950 | 70.38 | |
| -0.0007 | -5.38 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024