V-Lab
V-Lab

Flight Centre Travel Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:26.06% (-0.01%)

Analysis last updated: Wednesday, March 27, 2024 at 08:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Flight Centre Travel Group Ltd S0GARCH
paramt-stat
ω0.90325.66
α0.21456.42
β0.52589.03
γ1-0.0503-0.66
γ20.04380.39
γ30.09300.98
γ4-0.0731-0.57
γ5-0.1911-1.37
γ60.33103.14
γ7-0.2354-3.05
γ80.20323.12
γ9-0.2670-4.01
γ100.20744.18
Estimation Period:
Dec 1, 1995 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts