V-Lab
V-Lab
Wesfarmers Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:20.81% (+2.38%)

Analysis last updated: Saturday, May 4, 2024 at 07:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Wesfarmers Ltd AGARCH
paramt-stat
ω0.085822.29
α0.103432.75
β0.8561215.32
γ0.18708.07
Estimation Period:
Jan 1, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts