V-Lab
V-Lab

Nine Entertainment Co Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:37.12% (+2.00%)

Analysis last updated: Saturday, April 20, 2024 at 08:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nine Entertainment Co Holdings Ltd SGARCH
paramt-stat
ω0.62544.23
α0.09933.85
β0.61917.28
γ10.97951.17
γ2-1.6725-1.19
γ30.21910.17
γ41.45561.26
γ5-1.9104-2.18
γ61.73592.43
γ7-1.6999-2.86
γ81.84702.69
γ9-2.3109-2.93
γ103.83443.74
Estimation Period:
Dec 6, 2013 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts