V-Lab: Aristocrat Leisure Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Aristocrat Leisure Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:22.78% (+0.52%)

Analysis last updated: Friday, May 3, 2024 at 05:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7741	6.48
$α$	0.1139	5.83
$β$	0.7351	15.36
$γ_{1}$	-0.0458	-0.66
$γ_{2}$	0.1356	1.07
$γ_{3}$	-0.3032	-2.33
$γ_{4}$	0.4682	4.22
$γ_{5}$	-0.4521	-5.22
$γ_{6}$	0.2465	2.45
$γ_{7}$	-0.0392	-0.41
$γ_{8}$	0.0336	0.48
$γ_{9}$	-0.1064	-1.94
$γ_{10}$	0.0948	2.60

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

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