V-Lab: Seven West Media Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Seven West Media Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:59.01% (+7.35%)

Analysis last updated: Saturday, April 20, 2024 at 08:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6876	6.86
$α$	0.0739	6.69
$β$	0.8385	30.74
$γ_{1}$	-0.0967	-1.52
$γ_{2}$	0.1748	1.81
$γ_{3}$	-0.1312	-1.92
$γ_{4}$	0.1511	2.63
$γ_{5}$	-0.1548	-3.37
$γ_{6}$	0.0626	1.09
$γ_{7}$	-0.0428	-0.44
$γ_{8}$	0.1079	0.89
$γ_{9}$	-0.1440	-1.49
$γ_{10}$	0.0969	1.97

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts