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V-Lab

Brambles Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:24.05% (-0.72%)
Analysis last updated: Friday, February 27, 2026 at 06:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Brambles Ltd S0GARCH
paramt-stat
ω0.815910.15
α0.08065.11
β0.807119.74
γ10.01140.43
γ2-0.0001-0.00
γ30.00070.02
γ4-0.0765-1.84
γ50.16564.15
γ6-0.2365-6.87
γ70.25025.03
γ8-0.1806-2.32
γ90.10611.27
γ10-0.0555-1.05
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts