V-Lab
V-Lab
Computershare Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:24.60% (+1.71%)

Analysis last updated: Friday, May 3, 2024 at 05:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Computershare Ltd GARCH
paramt-stat
ω0.254223.83
α0.139732.71
β0.8111157.50
Estimation Period:
May 27, 1994 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts