V-Lab: Flight Centre Travel Group Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Flight Centre Travel Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:44.79% (+19.88%)

Analysis last updated: Saturday, April 20, 2024 at 08:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9050	5.72
$α$	0.2146	6.41
$β$	0.5186	8.78
$γ_{1}$	-0.0498	-0.66
$γ_{2}$	0.0444	0.40
$γ_{3}$	0.0912	0.97
$γ_{4}$	-0.0741	-0.59
$γ_{5}$	-0.1869	-1.36
$γ_{6}$	0.3290	3.14
$γ_{7}$	-0.2382	-3.06
$γ_{8}$	0.2095	3.21
$γ_{9}$	-0.2765	-4.26
$γ_{10}$	0.2159	4.47

Estimation Period:
Dec 1, 1995 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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