V-Lab: ALS Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

ALS Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:26.70% (+2.09%)

Analysis last updated: Saturday, April 27, 2024 at 07:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5019	3.37
$α$	0.1185	6.09
$β$	0.7500	19.49
$γ_{1}$	0.1512	1.39
$γ_{2}$	-0.1748	-1.06
$γ_{3}$	-0.0042	-0.03
$γ_{4}$	0.1451	1.40
$γ_{5}$	-0.2528	-3.01
$γ_{6}$	0.2602	4.13
$γ_{7}$	-0.2318	-3.94
$γ_{8}$	0.1347	2.11
$γ_{9}$	-0.0345	-0.49
$γ_{10}$	0.0205	0.38

Estimation Period:
Jan 24, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts