V-Lab
Flight Centre Travel Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:35.47% (+3.13%)
Analysis last updated: Wednesday, May 8, 2024 at 08:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.9735 | 4.25 | |
| 0.0822 | 81.77 | |
| 0.9951 | 898.13 | |
| 4 | 44.26 |
Estimation Period:
Dec 1, 1995 to May 3, 2024
Dec 1, 1995 to May 3, 2024
Other Flight Centre Travel Group Ltd Analyses