V-Lab
V-Lab

SKY Network Television Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:49.55% (+8.09%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SKY Network Television Ltd S0GARCH
paramt-stat
ω1.05862.99
α0.10453.89
β0.71268.64
γ1-0.6673-1.33
γ20.97451.48
γ3-0.3929-1.33
γ40.62631.98
γ5-1.1885-2.53
γ61.04771.91
γ7-0.3714-0.77
γ8-0.4451-1.08
γ90.65751.58
γ10-0.2582-0.87
Estimation Period:
Apr 11, 2000 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts