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

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V-Lab

Brambles Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:17.97% (-0.22%)

Analysis last updated: Friday, April 19, 2024 at 08:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7956	10.85
$α$	0.1144	6.48
$β$	0.6920	16.35
$γ_{1}$	0.0068	0.24
$γ_{2}$	0.0008	0.02
$γ_{3}$	0.0279	0.74
$γ_{4}$	-0.1415	-3.33
$γ_{5}$	0.2521	6.18
$γ_{6}$	-0.3041	-6.43
$γ_{7}$	0.2565	4.16
$γ_{8}$	-0.1311	-1.85
$γ_{9}$	0.0385	0.76
$γ_{10}$	-0.0029	-0.10

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

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