V-Lab: Aristocrat Leisure Ltd GJR-GARCH Volatility Analysis

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V-Lab

Aristocrat Leisure Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:25.05% (-0.13%)

Analysis last updated: Saturday, May 4, 2024 at 06:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0304	8.15
$α$	0.0159	9.91
$β$	0.9666	483.54
$γ$	0.0262	7.58

Estimation Period:
Jul 9, 1996 to Apr 26, 2024

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Volatility Forecasts