V-Lab: GWA Group Ltd Spline-GARCH Volatility Analysis

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V-Lab

GWA Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:32.58% (-1.50%)

Analysis last updated: Thursday, May 2, 2024 at 04:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0840	10.18
$α$	0.1359	6.76
$β$	0.6029	11.40
$γ_{1}$	0.0481	1.28
$γ_{2}$	-0.0192	-0.33
$γ_{3}$	-0.1397	-2.88
$γ_{4}$	0.2934	6.09
$γ_{5}$	-0.3319	-8.25
$γ_{6}$	0.2005	5.88
$γ_{7}$	-0.0406	-0.99
$γ_{8}$	-0.0447	-0.71
$γ_{9}$	0.0657	0.86
$γ_{10}$	-0.0798	-0.90

Estimation Period:
May 20, 1993 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts