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

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V-Lab

Lend Lease Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:21.75% (+0.13%)

Analysis last updated: Saturday, December 13, 2025 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8421	7.98
$α$	0.0927	8.00
$β$	0.8104	34.21
$γ_{1}$	-0.0027	-0.06
$γ_{2}$	0.0764	1.21
$γ_{3}$	-0.1346	-3.69
$γ_{4}$	0.0357	1.06
$γ_{5}$	0.1153	2.76
$γ_{6}$	-0.2038	-5.24
$γ_{7}$	0.1944	4.40
$γ_{8}$	-0.0912	-1.82
$γ_{9}$	-0.0162	-0.37
$γ_{10}$	0.0398	1.20

Estimation Period:
Jan 1, 1990 to Dec 12, 2025

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Volatility Forecasts

Volatility Forecasts