V-Lab
SKYCITY Entertainment Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:31.66% (-1.59%)
Analysis last updated: Wednesday, May 8, 2024 at 08:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5036 | 7.67 | |
| 0.1051 | 4.94 | |
| 0.7541 | 20.45 | |
| 0.0681 | 0.70 | |
| 0.1302 | 0.88 | |
| -0.4746 | -4.02 | |
| 0.4415 | 3.36 | |
| -0.1896 | -1.65 | |
| -0.0440 | -0.39 | |
| 0.2479 | 2.42 | |
| -0.3689 | -3.64 | |
| 0.3577 | 2.60 |
Estimation Period:
May 13, 1999 to May 3, 2024
May 13, 1999 to May 3, 2024
News Impact Curve
Volatility Forecasts
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