V-Lab: Orora Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Orora Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:33.53% (+1.92%)

Analysis last updated: Saturday, April 27, 2024 at 07:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2161	6.60
$α$	0.0978	2.79
$β$	0.2864	1.42
$γ_{1}$	0.0656	0.34
$γ_{2}$	-0.2654	-0.91
$γ_{3}$	0.7236	3.75
$γ_{4}$	-1.1267	-4.56
$γ_{5}$	1.0692	3.85
$γ_{6}$	-0.6532	-3.25

Estimation Period:
Dec 18, 2013 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts