V-Lab
V-Lab

Aristocrat Leisure Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:19.48% (-1.50%)

Analysis last updated: Friday, March 29, 2024 at 05:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aristocrat Leisure Ltd SGARCH
paramt-stat
ω0.73736.32
α0.11685.83
β0.729115.04
γ1-0.0810-1.15
γ20.19261.52
γ3-0.3438-2.67
γ40.50284.61
γ5-0.4787-5.47
γ60.26192.53
γ7-0.0429-0.44
γ80.01980.27
γ9-0.0531-0.79
γ10-0.0592-0.64
Estimation Period:
Jul 9, 1996 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts