V-Lab: GWA Group Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

GWA Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:34.57% (-1.42%)

Analysis last updated: Thursday, May 2, 2024 at 04:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0462	9.91
$α$	0.1359	6.72
$β$	0.5996	11.22
$γ_{1}$	0.0356	0.95
$γ_{2}$	-0.0060	-0.10
$γ_{3}$	-0.1344	-2.76
$γ_{4}$	0.2779	5.77
$γ_{5}$	-0.3128	-7.81
$γ_{6}$	0.1844	5.41
$γ_{7}$	-0.0328	-0.82
$γ_{8}$	-0.0398	-0.67
$γ_{9}$	0.0420	0.62
$γ_{10}$	-0.0145	-0.34

Estimation Period:
May 20, 1993 to Apr 26, 2024

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