V-Lab
V-Lab

Cardno Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:62.31% (-4.16%)

Analysis last updated: Thursday, March 28, 2024 at 06:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cardno Ltd S0GARCH
paramt-stat
ω1.00668.40
α0.24673.92
β0.37893.30
γ10.24052.50
γ2-0.3558-2.42
γ30.10161.05
γ40.27602.23
γ5-0.6504-4.06
γ60.71554.83
γ7-0.5057-4.19
γ80.20922.60
Estimation Period:
May 20, 2004 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts