V-Lab
McMillan Shakespeare Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:30.69% (+2.27%)
Analysis last updated: Thursday, May 2, 2024 at 03:56 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9400 | 21.20 | |
| 0.1895 | 20.06 | |
| 0.6414 | 51.14 |
Estimation Period:
Mar 15, 2004 to Apr 26, 2024
Mar 15, 2004 to Apr 26, 2024
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