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

V-Lab

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V-Lab

Ansell Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:27.49% (-1.03%)

Analysis last updated: Saturday, April 27, 2024 at 07:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8453	9.06
$α$	0.1298	6.92
$β$	0.7237	19.14
$γ_{1}$	0.0462	1.37
$γ_{2}$	-0.0465	-0.86
$γ_{3}$	-0.0024	-0.05
$γ_{4}$	-0.0771	-1.71
$γ_{5}$	0.2339	4.65
$γ_{6}$	-0.3349	-7.14
$γ_{7}$	0.3476	6.63
$γ_{8}$	-0.2991	-4.24
$γ_{9}$	0.2289	3.29
$γ_{10}$	-0.1357	-3.13

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts