V-Lab: Breville Group Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Breville Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:37.45% (+8.51%)

Analysis last updated: Saturday, April 20, 2024 at 08:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1816	5.80
$α$	0.1662	4.65
$β$	0.5779	7.78
$γ_{1}$	0.1054	1.36
$γ_{2}$	0.0033	0.03
$γ_{3}$	-0.3583	-3.31
$γ_{4}$	0.4543	4.94
$γ_{5}$	-0.3639	-4.30
$γ_{6}$	0.3317	3.79
$γ_{7}$	-0.2975	-3.44
$γ_{8}$	0.1665	2.40

Estimation Period:
Aug 2, 2001 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts