V-Lab: SKYCITY Entertainment Group Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

SKYCITY Entertainment Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:23.20% (-0.61%)

Analysis last updated: Saturday, April 20, 2024 at 08:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5104	7.64
$α$	0.1064	4.95
$β$	0.7545	20.66
$γ_{1}$	0.0728	0.74
$γ_{2}$	0.1219	0.81
$γ_{3}$	-0.4672	-3.87
$γ_{4}$	0.4352	3.24
$γ_{5}$	-0.1879	-1.61
$γ_{6}$	-0.0359	-0.32
$γ_{7}$	0.2197	2.16
$γ_{8}$	-0.2964	-3.18
$γ_{9}$	0.1735	2.13

Estimation Period:
May 13, 1999 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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