V-Lab: Cardno Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Cardno Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:60.68% (-1.57%)

Analysis last updated: Saturday, April 27, 2024 at 07:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9748	7.95
$α$	0.2569	4.09
$β$	0.4171	3.89
$γ_{1}$	0.2270	2.29
$γ_{2}$	-0.3359	-2.23
$γ_{3}$	0.0967	0.99
$γ_{4}$	0.2722	2.18
$γ_{5}$	-0.6523	-3.96
$γ_{6}$	0.7269	4.71
$γ_{7}$	-0.5117	-3.98
$γ_{8}$	0.2033	2.28

Estimation Period:
May 20, 2004 to Apr 26, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts