V-Lab: Bega Cheese Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Bega Cheese Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:25.10% (-1.54%)

Analysis last updated: Thursday, May 2, 2024 at 04:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7622	4.48
$α$	0.1429	3.52
$β$	0.3603	2.75
$γ_{1}$	0.6004	1.35
$γ_{2}$	-1.4459	-2.35
$γ_{3}$	1.9412	5.14
$γ_{4}$	-1.9826	-4.69
$γ_{5}$	1.0184	1.93
$γ_{6}$	0.3752	0.62
$γ_{7}$	-1.3885	-2.71
$γ_{8}$	1.7582	4.27
$γ_{9}$	-1.4534	-3.55
$γ_{10}$	0.7832	2.41

Estimation Period:
Aug 19, 2011 to Apr 26, 2024

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