V-Lab
Whitehaven Coal Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:30.28% (-0.09%)
Analysis last updated: Saturday, May 4, 2024 at 07:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0903 | 9.86 | |
| 0.0326 | 11.64 | |
| 0.9418 | 451.51 | |
| 0.0346 | 6.85 |
Estimation Period:
Jun 1, 2007 to May 3, 2024
Jun 1, 2007 to May 3, 2024
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