V-Lab: DuluxGroup Ltd AGARCH Volatility Analysis

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V-Lab

DuluxGroup Ltd AGARCH Volatility Analysis

Volatility Prediction for Wednesday, August 7th, 2019:16.82% (-0.01%)

Analysis last updated: Tuesday, August 6, 2019 at 05:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2971	15.85
$α$	0.1040	21.88
$β$	0.7230	57.50
$γ$	-0.3458	-4.69

Estimation Period:
Jul 12, 2010 to Jul 19, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts