V-Lab: Downer EDI Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Downer EDI Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:36.98% (+0.37%)

Analysis last updated: Wednesday, May 1, 2024 at 04:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5896	7.35
$α$	0.0841	4.99
$β$	0.6678	9.51
$γ_{1}$	-0.2529	-2.47
$γ_{2}$	0.3826	2.47
$γ_{3}$	-0.0408	-0.43
$γ_{4}$	-0.1594	-1.60
$γ_{5}$	0.0157	0.11
$γ_{6}$	0.1378	1.11
$γ_{7}$	-0.2009	-2.25
$γ_{8}$	0.2879	2.79
$γ_{9}$	-0.2554	-1.29
$γ_{10}$	0.0694	0.20

Estimation Period:
Jan 4, 1996 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts