V-Lab: Sonic Healthcare Ltd Spline-GARCH Volatility Analysis

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V-Lab

Sonic Healthcare Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:21.09% (+1.23%)

Analysis last updated: Saturday, April 27, 2024 at 07:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5923	8.15
$α$	0.1284	5.73
$β$	0.6315	13.40
$γ_{1}$	0.0212	0.60
$γ_{2}$	-0.0434	-0.78
$γ_{3}$	0.0925	2.04
$γ_{4}$	-0.1494	-3.54
$γ_{5}$	0.1262	3.46
$γ_{6}$	-0.0839	-1.95
$γ_{7}$	0.1035	2.30
$γ_{8}$	-0.1405	-1.99

Estimation Period:
Jan 2, 1996 to Apr 26, 2024

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Volatility Forecasts