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

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V-Lab

Aristocrat Leisure Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:20.41% (-1.15%)

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
$ω$	0.7276	6.23
$α$	0.1152	5.79
$β$	0.7309	15.09
$γ_{1}$	-0.0852	-1.21
$γ_{2}$	0.1972	1.56
$γ_{3}$	-0.3435	-2.69
$γ_{4}$	0.5015	4.63
$γ_{5}$	-0.4788	-5.54
$γ_{6}$	0.2638	2.59
$γ_{7}$	-0.0447	-0.46
$γ_{8}$	0.0204	0.28
$γ_{9}$	-0.0543	-0.81
$γ_{10}$	-0.0569	-0.61

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

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