V-Lab
SKYCITY Entertainment Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:22.52% (-0.47%)
Analysis last updated: Saturday, April 27, 2024 at 07:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5158 | 7.66 | |
| 0.1063 | 4.94 | |
| 0.7555 | 20.75 | |
| 0.0755 | 0.77 | |
| 0.1165 | 0.78 | |
| -0.4626 | -3.87 | |
| 0.4328 | 3.25 | |
| -0.1878 | -1.62 | |
| -0.0347 | -0.30 | |
| 0.2186 | 2.15 | |
| -0.2990 | -3.23 | |
| 0.1787 | 2.21 |
Estimation Period:
May 13, 1999 to Apr 26, 2024
May 13, 1999 to Apr 26, 2024
News Impact Curve
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