V-Lab: Seven West Media Ltd AGARCH Volatility Analysis

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V-Lab

Seven West Media Ltd AGARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:45.40% (-0.06%)

Analysis last updated: Saturday, April 20, 2024 at 08:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0108	9.65
$α$	0.0246	17.07
$β$	0.9737	653.51
$γ$	0.1312	1.25

Estimation Period:
Jan 10, 1992 to Apr 19, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts