V-Lab: Woolworths Group Ltd APARCH Volatility Analysis

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V-Lab

Woolworths Group Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:15.75% (+0.68%)

Analysis last updated: Saturday, April 27, 2024 at 08:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0171	14.76
$α$	0.0528	25.17
$β$	0.9456	459.70
$γ$	-0.0097	-0.46
$δ$	1.4326	30.23

Estimation Period:
Jul 12, 1993 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts