V-Lab
Worley Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:50.84% (-2.63%)
Analysis last updated: Saturday, May 4, 2024 at 05:40 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2115 | 17.37 | |
| 0.0353 | 11.00 | |
| 0.8843 | 223.83 | |
| 0.1129 | 12.48 |
Estimation Period:
Nov 28, 2002 to Apr 26, 2024
Nov 28, 2002 to Apr 26, 2024