V-Lab
Metcash Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:21.21% (-0.82%)
Analysis last updated: Saturday, May 4, 2024 at 07:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0744 | 15.76 | |
| 0.1051 | 29.80 | |
| 0.8845 | 273.76 | |
| 0.2559 | 6.05 |
Estimation Period:
Jun 17, 1994 to May 3, 2024
Jun 17, 1994 to May 3, 2024