V-Lab: Brambles Ltd Spline-GARCH Volatility Analysis

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V-Lab

Brambles Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:14.74% (+0.20%)

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
$ω$	0.8086	11.30
$α$	0.1181	6.51
$β$	0.6676	14.87
$γ_{1}$	0.0158	0.58
$γ_{2}$	-0.0165	-0.39
$γ_{3}$	0.0473	1.28
$γ_{4}$	-0.1656	-3.95
$γ_{5}$	0.2778	6.95
$γ_{6}$	-0.3279	-7.20
$γ_{7}$	0.2779	4.73
$γ_{8}$	-0.1550	-2.31
$γ_{9}$	0.0778	1.49
$γ_{10}$	-0.0975	-1.23

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts