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

V-Lab

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V-Lab

SEEK Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:30.64% (-1.26%)

Analysis last updated: Thursday, May 2, 2024 at 03:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8966	6.77
$α$	0.0720	4.17
$β$	0.8569	28.01
$γ_{1}$	0.0477	0.62
$γ_{2}$	-0.1747	-1.43
$γ_{3}$	0.2480	2.23
$γ_{4}$	-0.2757	-2.29
$γ_{5}$	0.3481	3.30
$γ_{6}$	-0.3024	-3.68
$γ_{7}$	0.1305	2.40

Estimation Period:
Apr 19, 2005 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts