V-Lab: Tabcorp Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Tabcorp Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:41.40% (0.00%)

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
$ω$	1.0337	8.66
$α$	0.1441	7.67
$β$	0.7435	26.51
$γ_{1}$	0.0161	0.37
$γ_{2}$	-0.0579	-0.84
$γ_{3}$	0.0562	1.11
$γ_{4}$	0.0546	1.26
$γ_{5}$	-0.1728	-3.43
$γ_{6}$	0.1870	2.95
$γ_{7}$	-0.1446	-2.43
$γ_{8}$	0.1320	2.38
$γ_{9}$	-0.1134	-2.77

Estimation Period:
Aug 15, 1994 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts