V-Lab
V-Lab

PanAust Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, June 10th, 2015:51.95% (-0.31%)

Analysis last updated: Friday, January 29, 2016 at 02:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PanAust Ltd S0GARCH
paramt-stat
ω2.85552.35
α0.05503.28
β0.911720.74
γ10.43673.23
γ2-0.5231-2.87
γ3-0.0294-0.18
γ40.30522.05
γ5-0.2124-1.47
γ6-0.1931-0.87
γ70.53221.80
γ8-0.4553-2.04
Estimation Period:
Jan 2, 1996 to Jun 5, 2015
Impact of return on volatility tomorrow
Volatility Forecasts