V-Lab: Seven West Media Ltd Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Seven West Media Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:52.73% (+8.52%)

Analysis last updated: Saturday, April 20, 2024 at 08:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7986	9.08
$α$	0.0755	6.44
$β$	0.8223	25.93
$γ_{1}$	0.0067	0.29
$γ_{2}$	-0.0021	-0.06
$γ_{3}$	0.0377	1.61
$γ_{4}$	-0.0793	-3.31
$γ_{5}$	0.0354	0.96
$γ_{6}$	0.0322	0.73
$γ_{7}$	-0.1268	-2.34

Estimation Period:
Jan 10, 1992 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts