V-Lab: Woolworths Group Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Woolworths Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:16.86% (+0.57%)

Analysis last updated: Saturday, April 20, 2024 at 08:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8517	9.03
$α$	0.0964	7.47
$β$	0.8202	36.65
$γ_{1}$	0.0292	0.87
$γ_{2}$	-0.0776	-1.46
$γ_{3}$	0.0294	0.65
$γ_{4}$	0.1169	2.62
$γ_{5}$	-0.2439	-4.97
$γ_{6}$	0.3075	5.48
$γ_{7}$	-0.2871	-4.54
$γ_{8}$	0.1939	3.12
$γ_{9}$	-0.0891	-2.22

Estimation Period:
Jul 12, 1993 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts