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

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V-Lab

Breville Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:29.57% (-1.77%)

Analysis last updated: Thursday, May 2, 2024 at 04:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1855	5.82
$α$	0.1665	4.66
$β$	0.5777	7.82
$γ_{1}$	0.1053	1.36
$γ_{2}$	0.0043	0.03
$γ_{3}$	-0.3613	-3.34
$γ_{4}$	0.4599	4.98
$γ_{5}$	-0.3724	-4.39
$γ_{6}$	0.3448	3.76
$γ_{7}$	-0.3231	-2.98
$γ_{8}$	0.2261	1.42

Estimation Period:
Aug 2, 2001 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts