V-Lab
SKYCITY Entertainment Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:27.48% (-0.52%)
Analysis last updated: Saturday, April 20, 2024 at 08:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5012 | 7.68 | |
| 0.1051 | 4.94 | |
| 0.7533 | 20.33 | |
| 0.0663 | 0.68 | |
| 0.1344 | 0.90 | |
| -0.4788 | -4.01 | |
| 0.4436 | 3.35 | |
| -0.1890 | -1.64 | |
| -0.0467 | -0.41 | |
| 0.2525 | 2.47 | |
| -0.3748 | -3.71 | |
| 0.3698 | 2.66 |
Estimation Period:
May 13, 1999 to Apr 19, 2024
May 13, 1999 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
Other SKYCITY Entertainment Group Ltd Analyses