V-Lab: Woolworths Group Ltd GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Woolworths Group Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:16.06% (+0.41%)

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
$ω$	0.0176	14.02
$α$	0.0466	16.08
$β$	0.9478	513.72
$γ$	-0.0089	-2.11

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts