V-Lab: Flight Centre Travel Group Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Flight Centre Travel Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:28.07% (-1.53%)

Analysis last updated: Saturday, April 27, 2024 at 07:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9054	5.74
$α$	0.2144	6.41
$β$	0.5166	8.72
$γ_{1}$	-0.0497	-0.67
$γ_{2}$	0.0448	0.41
$γ_{3}$	0.0906	0.97
$γ_{4}$	-0.0749	-0.60
$γ_{5}$	-0.1851	-1.36
$γ_{6}$	0.3288	3.15
$γ_{7}$	-0.2403	-3.08
$γ_{8}$	0.2131	3.25
$γ_{9}$	-0.2821	-4.38
$γ_{10}$	0.2220	4.62

Estimation Period:
Dec 1, 1995 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Flight Centre Travel Group Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH