V-Lab: Downer EDI Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Downer EDI Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:35.14% (+1.61%)

Analysis last updated: Saturday, April 20, 2024 at 08:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6529	7.51
$α$	0.0848	5.02
$β$	0.6616	9.19
$γ_{1}$	-0.2246	-2.17
$γ_{2}$	0.3411	2.17
$γ_{3}$	-0.0215	-0.22
$γ_{4}$	-0.1672	-1.69
$γ_{5}$	0.0185	0.13
$γ_{6}$	0.1343	1.09
$γ_{7}$	-0.1961	-2.30
$γ_{8}$	0.2858	3.64
$γ_{9}$	-0.2626	-2.21
$γ_{10}$	0.1019	0.83

Estimation Period:
Jan 4, 1996 to Apr 19, 2024

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