V-Lab: Ramsay Health Care Ltd Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Ramsay Health Care Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:23.47% (+1.67%)

Analysis last updated: Saturday, May 11, 2024 at 12:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7438	10.57
$α$	0.1262	5.98
$β$	0.5603	7.23
$γ_{1}$	-0.1407	-8.05
$γ_{2}$	0.2161	8.42
$γ_{3}$	-0.1219	-6.75
$γ_{4}$	0.0728	3.62
$γ_{5}$	-0.0196	-0.64
$γ_{6}$	-0.0346	-0.61

Estimation Period:
Sep 24, 1997 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts