V-Lab: Ansell Ltd Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Ansell Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:23.35% (-2.31%)

Analysis last updated: Saturday, April 20, 2024 at 08:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8796	9.80
$α$	0.1307	7.32
$β$	0.7095	18.03
$γ_{1}$	0.0634	1.98
$γ_{2}$	-0.0717	-1.39
$γ_{3}$	0.0125	0.30
$γ_{4}$	-0.0928	-2.17
$γ_{5}$	0.2537	5.31
$γ_{6}$	-0.3581	-7.94
$γ_{7}$	0.3749	7.28
$γ_{8}$	-0.3391	-4.83
$γ_{9}$	0.3063	3.99
$γ_{10}$	-0.3283	-3.18

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts