V-Lab: Lend Lease Group Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Lend Lease Group Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:33.61% (-0.66%)

Analysis last updated: Thursday, May 2, 2024 at 04:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7695	7.51
$α$	0.0900	7.99
$β$	0.8041	31.49
$γ_{1}$	-0.0274	-0.59
$γ_{2}$	0.1070	1.61
$γ_{3}$	-0.1167	-2.99
$γ_{4}$	-0.0419	-0.89
$γ_{5}$	0.2286	4.06
$γ_{6}$	-0.2939	-5.74
$γ_{7}$	0.2031	4.47
$γ_{8}$	-0.0203	-0.41
$γ_{9}$	-0.1092	-1.50
$γ_{10}$	0.1670	1.47

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts