V-Lab: Breville Group Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Breville Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:29.51% (+0.05%)

Analysis last updated: Saturday, May 4, 2024 at 07:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1858	5.84
$α$	0.1671	4.62
$β$	0.5723	7.63
$γ_{1}$	0.1065	1.39
$γ_{2}$	0.0003	0.00
$γ_{3}$	-0.3542	-3.28
$γ_{4}$	0.4511	4.88
$γ_{5}$	-0.3619	-4.30
$γ_{6}$	0.3305	3.84
$γ_{7}$	-0.2990	-3.54
$γ_{8}$	0.1698	2.48

Estimation Period:
Aug 2, 2001 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts