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

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V-Lab

Brambles Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:28.83% (-1.88%)

Analysis last updated: Saturday, April 27, 2024 at 07:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8391	10.56
$α$	0.0847	4.90
$β$	0.7961	17.19
$γ_{1}$	0.0157	0.53
$γ_{2}$	-0.0087	-0.19
$γ_{3}$	0.0285	0.71
$γ_{4}$	-0.1424	-3.18
$γ_{5}$	0.2531	5.82
$γ_{6}$	-0.3048	-5.90
$γ_{7}$	0.2610	3.75
$γ_{8}$	-0.1418	-1.74
$γ_{9}$	0.0542	0.92
$γ_{10}$	-0.0173	-0.55

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

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