V-Lab: Atlas Arteria Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Atlas Arteria Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:21.64% (-0.29%)

Analysis last updated: Tuesday, November 12, 2024 at 07:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5151	6.17
$α$	0.0924	3.60
$β$	0.7498	13.17
$γ_{1}$	0.0492	0.56
$γ_{2}$	-0.0053	-0.04
$γ_{3}$	-0.1089	-1.36
$γ_{4}$	0.2077	2.37
$γ_{5}$	-0.2879	-3.03
$γ_{6}$	0.2018	3.21

Estimation Period:
Jan 26, 2010 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts