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

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V-Lab

Cardno Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:128.76% (-44.93%)

Analysis last updated: Thursday, April 18, 2024 at 08:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9705	7.71
$α$	0.2592	4.06
$β$	0.4352	3.90
$γ_{1}$	0.2215	2.18
$γ_{2}$	-0.3257	-2.11
$γ_{3}$	0.0883	0.88
$γ_{4}$	0.2802	2.18
$γ_{5}$	-0.6598	-3.91
$γ_{6}$	0.7296	4.64
$γ_{7}$	-0.5067	-3.87
$γ_{8}$	0.1963	2.15

Estimation Period:
May 20, 2004 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts