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

V-Lab

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V-Lab

Charter Hall Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:34.92% (-0.13%)

Analysis last updated: Friday, May 3, 2024 at 05:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4552	4.83
$α$	0.0549	4.96
$β$	0.9216	62.88
$γ_{1}$	-0.1712	-4.82
$γ_{2}$	0.2104	4.14
$γ_{3}$	-0.0017	-0.06
$γ_{4}$	-0.0652	-3.55

Estimation Period:
Jun 13, 2005 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts