V-Lab: SKYCITY Entertainment Group Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

SKYCITY Entertainment Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:23.69% (-0.86%)

Analysis last updated: Friday, April 19, 2024 at 07:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5111	7.66
$α$	0.1059	4.93
$β$	0.7553	20.66
$γ_{1}$	0.0733	0.75
$γ_{2}$	0.1213	0.81
$γ_{3}$	-0.4672	-3.87
$γ_{4}$	0.4355	3.24
$γ_{5}$	-0.1884	-1.62
$γ_{6}$	-0.0350	-0.31
$γ_{7}$	0.2179	2.14
$γ_{8}$	-0.2928	-3.12
$γ_{9}$	0.1698	2.06

Estimation Period:
May 13, 1999 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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