V-Lab
V-Lab

SKY Network Television Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:45.17% (+9.17%)

Analysis last updated: Saturday, April 20, 2024 at 08:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SKY Network Television Ltd SGARCH
paramt-stat
ω1.04502.95
α0.10523.97
β0.71118.77
γ1-0.7028-1.39
γ21.03251.56
γ3-0.4340-1.47
γ40.65882.08
γ5-1.2096-2.58
γ61.05121.92
γ7-0.3442-0.71
γ8-0.5307-1.27
γ90.86221.80
γ10-0.7909-1.17
Estimation Period:
Apr 11, 2000 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts