V-Lab: Reject Shop Ltd/The Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Reject Shop Ltd/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:31.32% (-0.30%)

Analysis last updated: Thursday, April 18, 2024 at 07:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7465	8.55
$α$	0.1997	6.34
$β$	0.3257	3.78
$γ_{1}$	0.1190	1.29
$γ_{2}$	-0.1773	-0.96
$γ_{3}$	0.0452	0.21
$γ_{4}$	0.0935	0.46
$γ_{5}$	-0.1620	-1.19
$γ_{6}$	0.1401	1.17
$γ_{7}$	-0.1647	-1.46
$γ_{8}$	0.1714	2.41

Estimation Period:
Jun 1, 2004 to Apr 12, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts