V-Lab: Premier Investments Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Premier Investments Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:26.21% (-1.20%)

Analysis last updated: Friday, April 19, 2024 at 08:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3453	6.24
$α$	0.1583	5.76
$β$	0.5637	9.14
$γ_{1}$	0.0132	0.15
$γ_{2}$	-0.1202	-0.89
$γ_{3}$	0.1847	2.36
$γ_{4}$	-0.1277	-1.90
$γ_{5}$	0.1605	2.09
$γ_{6}$	-0.2445	-3.30
$γ_{7}$	0.2694	3.23
$γ_{8}$	-0.2168	-2.38
$γ_{9}$	0.1012	1.54

Estimation Period:
Jan 2, 1990 to Apr 12, 2024

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