V-Lab: Breville Group Ltd MF2-GARCH Volatility Analysis

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V-Lab

Breville Group Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:29.16% (-0.05%)

Analysis last updated: Saturday, April 27, 2024 at 07:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.3482	20.98
$β$	0.3248	17.24
$γ$	-0.2190	-9.32
$λ_{1}$	0.2651	0.60
$λ_{2}$	0.1447	0.86
$λ_{3}$	0.8157	3.41

Estimation Period:
Aug 2, 2001 to Apr 26, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts