V-Lab
GrainCorp Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:31.89% (+0.88%)
Analysis last updated: Friday, May 3, 2024 at 05:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1774 | 19.41 | |
| 0.1912 | 30.74 | |
| 0.7841 | 136.91 | |
| 0.2404 | 6.45 |
Estimation Period:
Mar 30, 1998 to Apr 26, 2024
Mar 30, 1998 to Apr 26, 2024