V-Lab: Ansell Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Ansell Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:29.94% (-1.95%)

Analysis last updated: Saturday, April 20, 2024 at 08:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8478	9.11
$α$	0.1297	6.91
$β$	0.7230	19.01
$γ_{1}$	0.0471	1.41
$γ_{2}$	-0.0476	-0.88
$γ_{3}$	-0.0021	-0.05
$γ_{4}$	-0.0772	-1.71
$γ_{5}$	0.2336	4.64
$γ_{6}$	-0.3342	-7.13
$γ_{7}$	0.3469	6.61
$γ_{8}$	-0.2987	-4.23
$γ_{9}$	0.2291	3.28
$γ_{10}$	-0.1365	-3.13

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

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Volatility Forecasts