V-Lab: Treasury Wine Estates Ltd AGARCH Volatility Analysis

V-Lab

| |

V-Lab

Treasury Wine Estates Ltd AGARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.14% (-1.55%)

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
$ω$	1.3790	21.43
$α$	0.2031	13.83
$β$	0.4602	21.05
$γ$	0.3522	3.89

Estimation Period:
May 10, 2011 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts