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V-Lab

Genetic Technologies Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 08:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Genetic Technologies Ltd SGARCH
paramt-stat
ω14.62950.03
α0.30080.04
β0.69920.10
γ1-0.7890-0.44
γ20.94620.42
γ3-0.2884-0.46
γ40.47580.57
γ5-0.6271-0.23
γ60.28400.04
γ70.25310.02
γ8-0.8679-0.02
γ92.17840.02
γ10-17.2063-0.04
Estimation Period:
Jan 2, 1996 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts