V-Lab: Nufarm Ltd/Australia Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Nufarm Ltd/Australia Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:27.64% (+3.07%)

Analysis last updated: Wednesday, May 1, 2024 at 03:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.8528	7.26
$α$	0.0973	5.48
$β$	0.6588	11.70
$γ_{1}$	0.1441	2.84
$γ_{2}$	-0.1340	-1.72
$γ_{3}$	0.1050	1.78
$γ_{4}$	-0.2363	-4.17
$γ_{5}$	0.1610	2.43
$γ_{6}$	-0.1162	-1.46
$γ_{7}$	0.2700	3.63
$γ_{8}$	-0.4094	-5.50
$γ_{9}$	0.3079	4.71

Estimation Period:
Sep 5, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts