V-Lab
CSR Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:18.45% (-0.04%)
Analysis last updated: Saturday, May 11, 2024 at 12:28 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6236 | 11.63 | |
| 0.0728 | 7.83 | |
| 0.8839 | 65.60 | |
| -0.0015 | -2.59 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024