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

V-Lab

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V-Lab

CSL Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:18.26% (-0.62%)

Analysis last updated: Saturday, May 4, 2024 at 06:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7146	7.86
$α$	0.1124	7.62
$β$	0.7125	19.38
$γ_{1}$	0.0111	0.15
$γ_{2}$	-0.0055	-0.04
$γ_{3}$	-0.1027	-1.09
$γ_{4}$	0.2073	2.99
$γ_{5}$	-0.2285	-4.20
$γ_{6}$	0.1883	3.67
$γ_{7}$	-0.0630	-1.12
$γ_{8}$	0.0029	0.04
$γ_{9}$	-0.0495	-0.70
$γ_{10}$	0.0612	1.36

Estimation Period:
May 30, 1994 to Apr 26, 2024

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