V-Lab
V-Lab
IRESS Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:28.50% (-0.34%)

Analysis last updated: Friday, May 3, 2024 at 05:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of IRESS Ltd GARCH
paramt-stat
ω0.644614.58
α0.116023.22
β0.711355.50
Estimation Period:
Nov 3, 2000 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts