V-Lab: Nufarm Ltd/Australia Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Nufarm Ltd/Australia Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:23.91% (-0.89%)

Analysis last updated: Saturday, May 4, 2024 at 07:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9260	7.47
$α$	0.0993	5.61
$β$	0.6424	10.84
$γ_{1}$	0.1512	3.04
$γ_{2}$	-0.1430	-1.86
$γ_{3}$	0.1083	1.86
$γ_{4}$	-0.2396	-4.32
$γ_{5}$	0.1640	2.55
$γ_{6}$	-0.1166	-1.51
$γ_{7}$	0.2682	3.70
$γ_{8}$	-0.4090	-5.65
$γ_{9}$	0.3100	4.86

Estimation Period:
Sep 5, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts