V-Lab: Brambles Ltd Spline-GARCH Volatility Analysis

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V-Lab

Brambles Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:27.09% (-3.11%)

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
$ω$	0.8082	11.30
$α$	0.1164	6.52
$β$	0.6720	15.10
$γ_{1}$	0.0159	0.58
$γ_{2}$	-0.0162	-0.38
$γ_{3}$	0.0462	1.25
$γ_{4}$	-0.1642	-3.92
$γ_{5}$	0.2766	6.93
$γ_{6}$	-0.3272	-7.20
$γ_{7}$	0.2772	4.68
$γ_{8}$	-0.1513	-2.21
$γ_{9}$	0.0646	1.15
$γ_{10}$	-0.0435	-0.45

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

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