V-Lab: Aristocrat Leisure Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Aristocrat Leisure Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:22.33% (-0.88%)

Analysis last updated: Saturday, April 20, 2024 at 08:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7736	6.48
$α$	0.1142	5.84
$β$	0.7345	15.33
$γ_{1}$	-0.0460	-0.66
$γ_{2}$	0.1358	1.08
$γ_{3}$	-0.3033	-2.34
$γ_{4}$	0.4684	4.22
$γ_{5}$	-0.4524	-5.22
$γ_{6}$	0.2468	2.45
$γ_{7}$	-0.0394	-0.41
$γ_{8}$	0.0338	0.49
$γ_{9}$	-0.1067	-1.94
$γ_{10}$	0.0953	2.59

Estimation Period:
Jul 9, 1996 to Apr 19, 2024

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