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

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V-Lab

Boral Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:31.39% (-1.89%)

Analysis last updated: Friday, April 19, 2024 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9389	6.72
$α$	0.0956	4.72
$β$	0.8049	25.91
$γ_{1}$	-0.0594	-0.95
$γ_{2}$	0.1762	1.88
$γ_{3}$	-0.2004	-3.50
$γ_{4}$	0.0812	1.73
$γ_{5}$	-0.0157	-0.28
$γ_{6}$	0.1353	1.73
$γ_{7}$	-0.2416	-2.23
$γ_{8}$	0.1659	1.78

Estimation Period:
Feb 22, 2000 to Apr 12, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts