V-Lab
Seven Group Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:26.23% (-0.41%)
Analysis last updated: Saturday, May 4, 2024 at 05:54 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0692 | 10.60 | |
| 0.0138 | 8.66 | |
| 0.9412 | 334.11 | |
| 0.0665 | 9.64 |
Estimation Period:
Apr 30, 2010 to Apr 26, 2024
Apr 30, 2010 to Apr 26, 2024
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