V-Lab: Ansell Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Ansell Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:18.76% (-0.57%)

Analysis last updated: Thursday, May 2, 2024 at 04:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8742	9.72
$α$	0.1303	7.31
$β$	0.7103	18.16
$γ_{1}$	0.0622	1.94
$γ_{2}$	-0.0703	-1.36
$γ_{3}$	0.0122	0.29
$γ_{4}$	-0.0926	-2.16
$γ_{5}$	0.2534	5.30
$γ_{6}$	-0.3577	-7.93
$γ_{7}$	0.3744	7.27
$γ_{8}$	-0.3388	-4.82
$γ_{9}$	0.3063	3.99
$γ_{10}$	-0.3288	-3.21

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts