V-Lab: Aristocrat Leisure Ltd Spline-GARCH Volatility Analysis

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V-Lab

Aristocrat Leisure Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:20.66% (+2.70%)

Analysis last updated: Saturday, April 27, 2024 at 07:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7389	6.28
$α$	0.1138	5.80
$β$	0.7353	15.41
$γ_{1}$	-0.0797	-1.14
$γ_{2}$	0.1898	1.51
$γ_{3}$	-0.3399	-2.66
$γ_{4}$	0.4986	4.58
$γ_{5}$	-0.4776	-5.57
$γ_{6}$	0.2648	2.62
$γ_{7}$	-0.0460	-0.48
$γ_{8}$	0.0212	0.30
$γ_{9}$	-0.0580	-0.87
$γ_{10}$	-0.0433	-0.46

Estimation Period:
Jul 9, 1996 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts