V-Lab
V-Lab

Western Areas Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 23rd, 2022:42.11% (0.00%)

Analysis last updated: Wednesday, July 20, 2022 at 04:25 AM UTC

Date Range:

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to

6M ·

1Y ·

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graph of Western Areas Ltd S0GARCH
paramt-stat
ω1.65917.31
α0.06355.12
β0.857225.70
γ1-0.1218-0.98
γ20.11080.53
γ30.29981.70
γ4-0.6431-4.13
γ50.56434.12
γ6-0.2196-1.85
γ70.05690.47
γ8-0.2467-1.72
γ90.41122.76
γ10-0.2966-2.60
Estimation Period:
Jul 28, 2000 to Nov 19, 2021
Impact of return on volatility tomorrow
Volatility Forecasts