V-Lab: Charter Hall Group Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Charter Hall Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, June 3rd, 2025:28.84% (-0.39%)

Analysis last updated: Tuesday, June 3, 2025 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4795	5.15
$α$	0.0554	5.32
$β$	0.9231	68.64
$γ_{1}$	-0.1587	-5.24
$γ_{2}$	0.2090	4.70
$γ_{3}$	-0.0312	-1.19
$γ_{4}$	-0.0389	-2.32

Estimation Period:
Jun 13, 2005 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts