V-Lab
GWA Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:34.53% (+1.20%)
Analysis last updated: Thursday, May 16, 2024 at 07:50 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 10.21 | |
| 0.0681 | 12.09 | |
| 0.9884 | 901.78 | |
| -0.0095 | -3.17 |
Estimation Period:
May 20, 1993 to May 10, 2024
May 20, 1993 to May 10, 2024