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

V-Lab

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V-Lab

Woolworths Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:14.70% (+1.58%)

Analysis last updated: Saturday, April 27, 2024 at 08:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8444	9.22
$α$	0.0980	7.39
$β$	0.8077	33.55
$γ_{1}$	0.0347	1.06
$γ_{2}$	-0.0871	-1.69
$γ_{3}$	0.0344	0.80
$γ_{4}$	0.1187	2.81
$γ_{5}$	-0.2528	-5.48
$γ_{6}$	0.3236	6.05
$γ_{7}$	-0.3153	-5.05
$γ_{8}$	0.2543	3.59
$γ_{9}$	-0.2482	-2.02

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts