V-Lab
V-Lab

SKY Network Television Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:37.81% (-1.34%)

Analysis last updated: Saturday, April 27, 2024 at 07:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SKY Network Television Ltd S0GARCH
paramt-stat
ω1.05843.00
α0.10403.87
β0.71268.60
γ1-0.6674-1.33
γ20.97471.48
γ3-0.3930-1.33
γ40.62621.98
γ5-1.1881-2.54
γ61.04811.92
γ7-0.3737-0.77
γ8-0.4388-1.07
γ90.64351.56
γ10-0.2421-0.83
Estimation Period:
Apr 11, 2000 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts