V-Lab
iiNet Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 25th, 2015:24.83% (-0.36%)
Analysis last updated: Monday, March 1, 2021 at 07:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7580 | 13.08 | |
| 0.1788 | 15.78 | |
| 0.6681 | 39.94 | |
| 0.3063 | 3.45 |
Estimation Period:
Sep 20, 1999 to Aug 21, 2015
Sep 20, 1999 to Aug 21, 2015