V-Lab: Regis Healthcare Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Regis Healthcare Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:35.79% (+7.87%)

Analysis last updated: Friday, May 3, 2024 at 05:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7086	3.81
$α$	0.1752	4.21
$β$	0.6825	8.87
$γ_{1}$	-0.1648	-0.95
$γ_{2}$	0.3009	1.16
$γ_{3}$	-0.2913	-1.89
$γ_{4}$	0.2251	2.57

Estimation Period:
Oct 7, 2014 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts