V-Lab: Computershare Ltd GARCH Volatility Analysis

V-Lab

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V-Lab

Computershare Ltd GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:30.60% (-2.13%)

Analysis last updated: Thursday, April 18, 2024 at 07:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2547	23.85
$α$	0.1399	32.70
$β$	0.8110	157.38

Estimation Period:
May 27, 1994 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts