V-Lab
Treasury Wine Estates Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:33.42% (-3.84%)
Analysis last updated: Saturday, May 4, 2024 at 05:42 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3841 | 19.28 | |
| 0.2036 | 12.58 | |
| 0.4635 | 18.61 |
Estimation Period:
May 10, 2011 to Apr 26, 2024
May 10, 2011 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
Other Treasury Wine Estates Ltd Analyses