V-Lab
Southern Cross Media Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:42.13% (+5.32%)
Analysis last updated: Saturday, April 27, 2024 at 07:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5127 | 4.60 | |
| 0.0984 | 5.00 | |
| 0.8210 | 26.50 | |
| -0.0486 | -0.18 | |
| -0.3063 | -0.72 | |
| 0.5235 | 1.60 | |
| -0.0668 | -0.23 | |
| -0.1552 | -0.50 | |
| -0.2645 | -0.81 | |
| 0.9721 | 2.96 | |
| -1.1940 | -2.92 | |
| 0.7769 | 1.99 | |
| -0.3030 | -1.29 |
Estimation Period:
Nov 9, 2006 to Apr 26, 2024
Nov 9, 2006 to Apr 26, 2024
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