V-Lab
V-Lab
Flight Centre Travel Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:28.83% (+3.25%)

Analysis last updated: Wednesday, May 8, 2024 at 04:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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graph of Flight Centre Travel Group Ltd MF2-GARCH
paramt-stat
m126
α0.177922.75
β0.432215.82
γ0.02531.87
λ10.32040.40
λ20.13840.43
λ30.79681.65
Estimation Period:
Dec 1, 1995 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts