V-Lab
V-Lab

Sonic Healthcare Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:25.15% (-1.41%)

Analysis last updated: Wednesday, March 27, 2024 at 08:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sonic Healthcare Ltd S0GARCH
paramt-stat
ω1.55057.89
α0.12425.75
β0.661114.93
γ10.00900.25
γ2-0.0240-0.43
γ30.08001.73
γ4-0.1389-3.27
γ50.11553.11
γ6-0.0709-1.62
γ70.08041.96
γ8-0.0789-2.75
Estimation Period:
Jan 2, 1996 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts