V-Lab: Wesfarmers Ltd GARCH Volatility Analysis

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V-Lab

Wesfarmers Ltd GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:16.49% (+0.42%)

Analysis last updated: Saturday, April 27, 2024 at 07:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0902	22.50
$α$	0.1054	32.61
$β$	0.8529	209.77

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts