V-Lab: Crown Resorts Ltd Spline-GARCH Volatility Analysis

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V-Lab

Crown Resorts Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, August 2nd, 2022:2.12% (0.00%)

Analysis last updated: Wednesday, August 3, 2022 at 02:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9496	5.45
$α$	0.0735	3.33
$β$	0.6978	9.62
$γ_{1}$	-1.3443	-4.55
$γ_{2}$	1.8218	4.52
$γ_{3}$	-0.3638	-1.60
$γ_{4}$	-0.2454	-1.09
$γ_{5}$	0.5196	1.90
$γ_{6}$	-1.0794	-3.19
$γ_{7}$	1.1890	2.22
$γ_{8}$	-0.6302	-0.78
$γ_{9}$	0.6028	0.80
$γ_{10}$	-3.5336	-4.21

Estimation Period:
Dec 3, 2007 to Jul 29, 2022

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