V-Lab: Charter Hall Group AGARCH Volatility Analysis

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V-Lab

Charter Hall Group AGARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:30.45% (-0.73%)

Analysis last updated: Tuesday, November 12, 2024 at 07:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0193	12.95
$α$	0.0491	25.11
$β$	0.9480	516.34
$γ$	0.2091	5.06

Estimation Period:
Jun 13, 2005 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts