V-Lab: Reject Shop Ltd/The Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Reject Shop Ltd/The Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:26.34% (-0.07%)

Analysis last updated: Wednesday, May 1, 2024 at 03:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6458	8.25
$α$	0.2121	6.03
$β$	0.3517	4.19
$γ_{1}$	-0.0065	-0.49
$γ_{2}$	0.0144	0.71
$γ_{3}$	-0.0435	-2.19

Estimation Period:
Jun 1, 2004 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts