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

V-Lab

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V-Lab

Sonic Healthcare Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:23.41% (+1.02%)

Analysis last updated: Saturday, April 27, 2024 at 07:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5494	7.90
$α$	0.1243	5.75
$β$	0.6594	14.78
$γ_{1}$	0.0082	0.23
$γ_{2}$	-0.0224	-0.40
$γ_{3}$	0.0782	1.70
$γ_{4}$	-0.1376	-3.21
$γ_{5}$	0.1150	3.12
$γ_{6}$	-0.0695	-1.63
$γ_{7}$	0.0771	1.91
$γ_{8}$	-0.0760	-2.69

Estimation Period:
Jan 2, 1996 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts