V-Lab: Aristocrat Leisure Ltd MF2-GARCH Volatility Analysis

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V-Lab

Aristocrat Leisure Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:23.17% (+0.52%)

Analysis last updated: Saturday, May 11, 2024 at 12:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	91
$α$	0.0838	18.38
$β$	0.4894	25.57
$γ$	0.1160	8.70
$λ_{1}$	0.7874	1.30
$λ_{2}$	0.8597	1.59
$λ_{3}$	0.0000	0.00

Estimation Period:
Jul 9, 1996 to May 3, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts