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

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V-Lab

GWA Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:36.19% (+1.73%)

Analysis last updated: Thursday, May 16, 2024 at 07:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0819	10.17
$α$	0.1359	6.73
$β$	0.6002	11.27
$γ_{1}$	0.0483	1.29
$γ_{2}$	-0.0202	-0.35
$γ_{3}$	-0.1380	-2.86
$γ_{4}$	0.2922	6.09
$γ_{5}$	-0.3328	-8.30
$γ_{6}$	0.2038	6.02
$γ_{7}$	-0.0448	-1.11
$γ_{8}$	-0.0406	-0.66
$γ_{9}$	0.0623	0.82
$γ_{10}$	-0.0788	-0.90

Estimation Period:
May 20, 1993 to May 10, 2024

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