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 Friday, April 19th, 2024:23.60% (-1.01%)

Analysis last updated: Friday, April 19, 2024 at 07:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7733	6.48
$α$	0.1150	5.85
$β$	0.7334	15.30
$γ_{1}$	-0.0467	-0.67
$γ_{2}$	0.1375	1.08
$γ_{3}$	-0.3058	-2.34
$γ_{4}$	0.4707	4.23
$γ_{5}$	-0.4528	-5.17
$γ_{6}$	0.2452	2.40
$γ_{7}$	-0.0379	-0.40
$γ_{8}$	0.0341	0.49
$γ_{9}$	-0.1075	-1.95
$γ_{10}$	0.0954	2.59

Estimation Period:
Jul 9, 1996 to Apr 12, 2024

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