V-Lab: Seven Group Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Seven Group Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:21.20% (-0.21%)

Analysis last updated: Thursday, May 2, 2024 at 03:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8860	9.03
$α$	0.0537	4.13
$β$	0.9053	43.20
$γ_{1}$	0.0167	0.70
$γ_{2}$	-0.0587	-1.60
$γ_{3}$	0.0675	3.40

Estimation Period:
Apr 30, 2010 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts