V-Lab: Ten Network Holdings Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Ten Network Holdings Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, June 13th, 2017:72.13% (-4.48%)

Analysis last updated: Friday, June 9, 2017 at 06:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8689	8.39
$α$	0.0873	6.34
$β$	0.8606	36.23
$γ_{1}$	0.0168	3.36
$γ_{2}$	-0.0249	-2.21

Estimation Period:
Mar 31, 1998 to Jun 9, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts