V-Lab: Flight Centre Travel Group Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Flight Centre Travel Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:41.49% (+23.40%)

Analysis last updated: Saturday, April 20, 2024 at 08:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8800	7.39
$α$	0.2159	6.15
$β$	0.5191	8.38
$γ_{1}$	-0.0476	-1.64
$γ_{2}$	0.1273	2.79
$γ_{3}$	-0.1630	-5.26
$γ_{4}$	0.1222	4.94
$γ_{5}$	-0.0175	-0.78
$γ_{6}$	-0.1263	-3.33

Estimation Period:
Dec 1, 1995 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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