V-Lab: Breville Group Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Breville Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:28.65% (-0.69%)

Analysis last updated: Saturday, April 27, 2024 at 07:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1829	5.83
$α$	0.1676	4.64
$β$	0.5713	7.62
$γ_{1}$	0.1054	1.37
$γ_{2}$	0.0025	0.02
$γ_{3}$	-0.3568	-3.31
$γ_{4}$	0.4531	4.93
$γ_{5}$	-0.3630	-4.32
$γ_{6}$	0.3309	3.82
$γ_{7}$	-0.2981	-3.49
$γ_{8}$	0.1681	2.44

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts