V-Lab: Cochlear Ltd Spline-GARCH Volatility Analysis

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V-Lab

Cochlear Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:16.11% (-0.63%)

Analysis last updated: Saturday, April 27, 2024 at 07:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7262	8.30
$α$	0.1581	4.83
$β$	0.4976	7.99
$γ_{1}$	-0.0195	-0.72
$γ_{2}$	0.0099	0.22
$γ_{3}$	0.0126	0.42
$γ_{4}$	-0.0162	-0.57
$γ_{5}$	0.0500	1.67
$γ_{6}$	-0.1103	-2.88

Estimation Period:
Dec 4, 1995 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts