V-Lab: Ramsay Health Care Ltd Spline-GARCH Volatility Analysis

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V-Lab

Ramsay Health Care Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:24.60% (+1.13%)

Analysis last updated: Saturday, April 27, 2024 at 07:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7437	10.57
$α$	0.1265	5.99
$β$	0.5596	7.22
$γ_{1}$	-0.1408	-8.05
$γ_{2}$	0.2162	8.42
$γ_{3}$	-0.1219	-6.75
$γ_{4}$	0.0728	3.62
$γ_{5}$	-0.0197	-0.64
$γ_{6}$	-0.0342	-0.60

Estimation Period:
Sep 24, 1997 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts