V-Lab: Downer EDI Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Downer EDI Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:33.52% (-0.36%)

Analysis last updated: Saturday, May 4, 2024 at 07:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6081	7.38
$α$	0.0846	4.99
$β$	0.6584	9.00
$γ_{1}$	-0.2358	-2.29
$γ_{2}$	0.3566	2.28
$γ_{3}$	-0.0300	-0.31
$γ_{4}$	-0.1596	-1.62
$γ_{5}$	0.0123	0.09
$γ_{6}$	0.1395	1.14
$γ_{7}$	-0.2003	-2.36
$γ_{8}$	0.2899	3.80
$γ_{9}$	-0.2685	-2.35
$γ_{10}$	0.1073	0.90

Estimation Period:
Jan 4, 1996 to May 3, 2024

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Volatility Forecasts

Volatility Forecasts