V-Lab
Treasury Wine Estates Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:30.76% (+8.05%)
Analysis last updated: Friday, May 3, 2024 at 05:16 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4472 | 6.44 | |
| 0.1316 | 3.25 | |
| 0.1856 | 1.51 | |
| 0.9389 | 3.04 | |
| -1.3357 | -2.50 | |
| 0.3939 | 0.97 | |
| 0.1105 | 0.40 | |
| 0.1103 | 0.46 | |
| -0.7344 | -2.91 | |
| 0.8224 | 3.15 | |
| -0.3300 | -1.65 |
Estimation Period:
May 10, 2011 to Apr 26, 2024
May 10, 2011 to Apr 26, 2024
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