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 15th, 2024:26.56% (+0.81%)

Analysis last updated: Saturday, April 13, 2024 at 07:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0188	8.51
$α$	0.1437	7.63
$β$	0.7451	26.78
$γ_{1}$	0.0102	0.23
$γ_{2}$	-0.0494	-0.71
$γ_{3}$	0.0522	1.03
$γ_{4}$	0.0564	1.30
$γ_{5}$	-0.1732	-3.43
$γ_{6}$	0.1867	2.94
$γ_{7}$	-0.1435	-2.41
$γ_{8}$	0.1295	2.32
$γ_{9}$	-0.1107	-2.67

Estimation Period:
Aug 15, 1994 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts