V-Lab
V-Lab

Southern Cross Media Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:38.98% (-0.70%)

Analysis last updated: Thursday, March 28, 2024 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Southern Cross Media Group Ltd S0GARCH
paramt-stat
ω0.51554.62
α0.09824.97
β0.821626.38
γ1-0.0292-0.10
γ2-0.3420-0.78
γ30.54731.65
γ4-0.0802-0.27
γ5-0.1316-0.42
γ6-0.3053-0.94
γ70.99502.96
γ8-1.1651-2.76
γ90.73051.85
γ10-0.2853-1.21
Estimation Period:
Nov 9, 2006 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts