V-Lab: Brambles Ltd Spline-GARCH Volatility Analysis

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V-Lab

Brambles Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:22.46% (-1.81%)

Analysis last updated: Saturday, May 4, 2024 at 07:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8088	11.27
$α$	0.1153	6.50
$β$	0.6768	15.36
$γ_{1}$	0.0159	0.58
$γ_{2}$	-0.0162	-0.38
$γ_{3}$	0.0463	1.25
$γ_{4}$	-0.1642	-3.92
$γ_{5}$	0.2764	6.91
$γ_{6}$	-0.3270	-7.18
$γ_{7}$	0.2772	4.67
$γ_{8}$	-0.1515	-2.20
$γ_{9}$	0.0646	1.14
$γ_{10}$	-0.0427	-0.45

Estimation Period:
Jan 1, 1990 to May 3, 2024

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Volatility Forecasts

Volatility Forecasts