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

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V-Lab

Sonic Healthcare Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:19.28% (-0.65%)

Analysis last updated: Saturday, May 11, 2024 at 12:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5894	8.14
$α$	0.1281	5.72
$β$	0.6324	13.42
$γ_{1}$	0.0207	0.58
$γ_{2}$	-0.0426	-0.77
$γ_{3}$	0.0919	2.03
$γ_{4}$	-0.1490	-3.52
$γ_{5}$	0.1262	3.46
$γ_{6}$	-0.0838	-1.97
$γ_{7}$	0.1034	2.30
$γ_{8}$	-0.1421	-2.02

Estimation Period:
Jan 2, 1996 to May 3, 2024

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