V-Lab: Lend Lease Group Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Lend Lease Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:30.30% (+1.92%)

Analysis last updated: Friday, May 3, 2024 at 05:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8130	7.75
$α$	0.0917	7.88
$β$	0.8060	32.57
$γ_{1}$	-0.0123	-0.26
$γ_{2}$	0.0868	1.28
$γ_{3}$	-0.1108	-2.77
$γ_{4}$	-0.0397	-0.82
$γ_{5}$	0.2193	3.75
$γ_{6}$	-0.2814	-5.32
$γ_{7}$	0.1966	4.24
$γ_{8}$	-0.0294	-0.61
$γ_{9}$	-0.0723	-1.13
$γ_{10}$	0.0551	0.98

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts