V-Lab: Retail Food Group Ltd Spline-GARCH Volatility Analysis

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V-Lab

Retail Food Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:32.25% (+5.17%)

Analysis last updated: Thursday, May 16, 2024 at 07:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9767	4.49
$α$	0.1588	5.32
$β$	0.6206	8.85
$γ_{1}$	-0.3376	-1.21
$γ_{2}$	0.3998	0.99
$γ_{3}$	-0.0812	-0.32
$γ_{4}$	0.2547	1.05
$γ_{5}$	-0.4634	-1.65
$γ_{6}$	0.6191	2.22
$γ_{7}$	-0.7020	-1.89
$γ_{8}$	0.0574	0.14
$γ_{9}$	0.8260	2.76
$γ_{10}$	-1.4467	-5.15

Estimation Period:
Jun 22, 2006 to May 10, 2024

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