V-Lab
V-Lab

Woolworths Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:19.36% (+1.97%)

Analysis last updated: Thursday, March 28, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Woolworths Group Ltd S0GARCH
paramt-stat
ω0.84859.10
α0.09707.43
β0.816635.37
γ10.02860.86
γ2-0.0758-1.43
γ30.02520.56
γ40.12442.81
γ5-0.2535-5.21
γ60.31695.70
γ7-0.2943-4.71
γ80.19973.28
γ9-0.0937-2.38
Estimation Period:
Jul 12, 1993 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts