V-Lab
Southern Cross Media Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:31.55% (+1.08%)
Analysis last updated: Thursday, May 9, 2024 at 07:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5151 | 4.65 | |
| 0.0971 | 5.01 | |
| 0.8226 | 26.68 | |
| -0.0339 | -0.12 | |
| -0.3349 | -0.78 | |
| 0.5511 | 1.68 | |
| -0.0910 | -0.31 | |
| -0.1355 | -0.43 | |
| -0.2859 | -0.87 | |
| 1.0046 | 3.06 | |
| -1.2544 | -3.04 | |
| 0.9125 | 2.15 | |
| -0.6757 | -1.73 |
Estimation Period:
Nov 9, 2006 to May 3, 2024
Nov 9, 2006 to May 3, 2024
News Impact Curve
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