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

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V-Lab

Cochlear Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:24.40% (+0.27%)

Analysis last updated: Saturday, May 4, 2024 at 07:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7513	7.05
$α$	0.1385	5.01
$β$	0.6252	11.77
$γ_{1}$	-0.0138	-2.48
$γ_{2}$	0.0159	2.01
$γ_{3}$	-0.0011	-0.29

Estimation Period:
Dec 4, 1995 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts