V-Lab: CSL Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

CSL Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:17.57% (-0.28%)

Analysis last updated: Friday, May 3, 2024 at 05:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7349	8.23
$α$	0.1164	7.70
$β$	0.6972	18.46
$γ_{1}$	0.0243	0.34
$γ_{2}$	-0.0198	-0.16
$γ_{3}$	-0.1082	-1.18
$γ_{4}$	0.2242	3.31
$γ_{5}$	-0.2498	-4.71
$γ_{6}$	0.2076	4.14
$γ_{7}$	-0.0765	-1.37
$γ_{8}$	0.0080	0.11
$γ_{9}$	-0.0395	-0.50
$γ_{10}$	0.0171	0.16

Estimation Period:
May 30, 1994 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts