V-Lab
GrainCorp Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:37.88% (+6.66%)
Analysis last updated: Friday, May 3, 2024 at 05:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1619 | 18.98 | |
| 0.1790 | 27.41 | |
| 0.8023 | 133.77 |
Estimation Period:
Mar 30, 1998 to Apr 26, 2024
Mar 30, 1998 to Apr 26, 2024