V-Lab: GWA Group Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

GWA Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:27.96% (-0.71%)

Analysis last updated: Friday, April 19, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0532	9.93
$α$	0.1344	6.74
$β$	0.6092	11.67
$γ_{1}$	0.0380	1.01
$γ_{2}$	-0.0090	-0.15
$γ_{3}$	-0.1343	-2.73
$γ_{4}$	0.2786	5.73
$γ_{5}$	-0.3122	-7.73
$γ_{6}$	0.1818	5.27
$γ_{7}$	-0.0293	-0.71
$γ_{8}$	-0.0432	-0.71
$γ_{9}$	0.0441	0.64
$γ_{10}$	-0.0150	-0.35

Estimation Period:
May 20, 1993 to Apr 12, 2024

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