V-Lab
V-Lab

Bradken Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 10th, 2017:23.68% (+5.31%)

Analysis last updated: Friday, April 7, 2017 at 07:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bradken Ltd S0GARCH
paramt-stat
ω1.03382.56
α0.10357.23
β0.889257.59
γ1-0.3141-0.40
γ20.70450.63
γ3-1.2114-1.65
γ41.61321.50
γ5-1.3067-1.04
γ61.29190.97
γ7-2.1028-1.43
γ82.08712.28
Estimation Period:
Aug 18, 2004 to Apr 7, 2017
Impact of return on volatility tomorrow
Volatility Forecasts