V-Lab
Treasury Wine Estates Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:23.57% (-2.49%)
Analysis last updated: Thursday, May 16, 2024 at 08:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4519 | 6.49 | |
| 0.1301 | 3.24 | |
| 0.1786 | 1.45 | |
| 0.9411 | 3.08 | |
| -1.3401 | -2.53 | |
| 0.3980 | 0.98 | |
| 0.1110 | 0.40 | |
| 0.1031 | 0.43 | |
| -0.7326 | -2.81 | |
| 0.8396 | 2.76 | |
| -0.3572 | -0.92 |
Estimation Period:
May 10, 2011 to May 10, 2024
May 10, 2011 to May 10, 2024
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