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

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V-Lab

Nufarm Ltd/Australia Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:26.57% (-0.82%)

Analysis last updated: Thursday, May 2, 2024 at 03:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9763	7.50
$α$	0.0980	5.58
$β$	0.6471	11.02
$γ_{1}$	0.1674	3.35
$γ_{2}$	-0.1705	-2.21
$γ_{3}$	0.1294	2.21
$γ_{4}$	-0.2571	-4.58
$γ_{5}$	0.1781	2.70
$γ_{6}$	-0.1283	-1.61
$γ_{7}$	0.2759	3.53
$γ_{8}$	-0.4081	-4.21
$γ_{9}$	0.2940	1.90

Estimation Period:
Sep 5, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts