V-Lab: Sonic Healthcare Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Sonic Healthcare Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:24.76% (-0.08%)

Analysis last updated: Saturday, April 20, 2024 at 08:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5467	7.86
$α$	0.1228	5.74
$β$	0.6665	15.18
$γ_{1}$	0.0082	0.23
$γ_{2}$	-0.0227	-0.40
$γ_{3}$	0.0789	1.70
$γ_{4}$	-0.1385	-3.21
$γ_{5}$	0.1162	3.13
$γ_{6}$	-0.0711	-1.66
$γ_{7}$	0.0790	1.95
$γ_{8}$	-0.0776	-2.71

Estimation Period:
Jan 2, 1996 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts