V-Lab: Ansell Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Ansell Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:32.57% (-4.49%)

Analysis last updated: Thursday, April 18, 2024 at 07:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8755	9.72
$α$	0.1300	7.30
$β$	0.7111	18.11
$γ_{1}$	0.0632	1.96
$γ_{2}$	-0.0721	-1.39
$γ_{3}$	0.0143	0.34
$γ_{4}$	-0.0959	-2.23
$γ_{5}$	0.2575	5.36
$γ_{6}$	-0.3612	-7.98
$γ_{7}$	0.3765	7.28
$γ_{8}$	-0.3394	-4.82
$γ_{9}$	0.3048	3.99
$γ_{10}$	-0.3208	-3.16

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts