V-Lab: Ramsay Health Care Ltd EGARCH Volatility Analysis

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V-Lab

Ramsay Health Care Ltd EGARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:25.49% (+0.23%)

Analysis last updated: Saturday, April 20, 2024 at 08:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0187	3.30
$α$	0.0643	7.81
$β$	0.9881	516.51
$γ$	-0.0374	-7.67

Estimation Period:
Sep 24, 1997 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts