V-Lab
IGO Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:39.92% (-0.56%)
Analysis last updated: Saturday, May 18, 2024 at 08:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1303 | 14.64 | |
| 0.0318 | 7.86 | |
| 0.9487 | 507.35 | |
| 0.0127 | 1.78 |
Estimation Period:
Jan 17, 2002 to May 17, 2024
Jan 17, 2002 to May 17, 2024