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

V-Lab

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V-Lab

Ten Network Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, June 13th, 2017:72.05% (-4.49%)

Analysis last updated: Friday, June 9, 2017 at 06:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8695	8.45
$α$	0.0873	6.32
$β$	0.8605	36.31
$γ_{1}$	0.0169	4.28
$γ_{2}$	-0.0251	-5.00

Estimation Period:
Mar 31, 1998 to Jun 9, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts