V-Lab: Treasury Wine Estates Ltd AGARCH Volatility Analysis

V-Lab

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V-Lab

Treasury Wine Estates Ltd AGARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:26.07% (-0.76%)

Analysis last updated: Thursday, May 2, 2024 at 03:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3730	21.47
$α$	0.2036	13.89
$β$	0.4609	21.18
$γ$	0.3525	3.91

Estimation Period:
May 10, 2011 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts