V-Lab
V-Lab
Computershare Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:23.84% (-1.13%)

Analysis last updated: Wednesday, May 1, 2024 at 04:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Computershare Ltd AGARCH
paramt-stat
ω0.268224.54
α0.145033.83
β0.8030156.51
γ0.13982.26
Estimation Period:
May 27, 1994 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts