V-Lab
V-Lab

Toll Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 15th, 2015:30.59% (-0.03%)

Analysis last updated: Thursday, May 14, 2015 at 06:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Toll Holdings Ltd S0GARCH
paramt-stat
ω0.84367.40
α0.20973.64
β0.42084.38
γ1-0.2278-4.26
γ20.36424.22
γ3-0.2867-3.91
γ40.36325.05
γ5-0.3814-5.29
γ60.24202.14
γ7-0.0934-0.77
Estimation Period:
Oct 12, 1993 to May 8, 2015
Impact of return on volatility tomorrow
Volatility Forecasts