V-Lab: Galaxy Entertainment Group Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Galaxy Entertainment Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:47.19% (-2.28%)

Analysis last updated: Sunday, April 21, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5763	7.82
$α$	0.0941	7.81
$β$	0.8645	56.02
$γ_{1}$	-0.0511	-3.87
$γ_{2}$	0.0697	3.56
$γ_{3}$	-0.0332	-2.51
$γ_{4}$	0.0226	1.87
$γ_{5}$	-0.0083	-0.97

Estimation Period:
Oct 7, 1991 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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