V-Lab
Flight Centre Travel Group Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:33.61% (+2.52%)
Analysis last updated: Wednesday, May 8, 2024 at 08:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6154 | 15.61 | |
| 0.1574 | 29.03 | |
| 0.7290 | 79.14 |
Estimation Period:
Dec 1, 1995 to May 3, 2024
Dec 1, 1995 to May 3, 2024
News Impact Curve
Volatility Forecasts
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