V-Lab: Nufarm Ltd/Australia Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Nufarm Ltd/Australia Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:25.43% (+1.78%)

Analysis last updated: Thursday, April 18, 2024 at 08:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.8245	7.19
$α$	0.0987	5.52
$β$	0.6569	11.67
$γ_{1}$	0.1407	2.75
$γ_{2}$	-0.1299	-1.65
$γ_{3}$	0.1041	1.75
$γ_{4}$	-0.2355	-4.12
$γ_{5}$	0.1598	2.37
$γ_{6}$	-0.1165	-1.44
$γ_{7}$	0.2721	3.60
$γ_{8}$	-0.4106	-5.41
$γ_{9}$	0.3075	4.63

Estimation Period:
Sep 5, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts