V-Lab: Charter Hall Group MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Charter Hall Group MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:29.75% (-0.87%)

Analysis last updated: Saturday, May 11, 2024 at 12:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0258	9.81
$β$	0.8719	124.87
$γ$	0.0481	10.32
$λ_{1}$	0.2849	4.07
$λ_{2}$	0.9497	36.00
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 13, 2005 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts