V-Lab
V-Lab

SKY Network Television Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:29.16% (+1.00%)

Analysis last updated: Tuesday, May 7, 2024 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SKY Network Television Ltd SGARCH
paramt-stat
ω1.04562.96
α0.10473.97
β0.71178.79
γ1-0.6986-1.39
γ21.02561.56
γ3-0.4254-1.45
γ40.64502.06
γ5-1.2021-2.60
γ61.06701.95
γ7-0.3860-0.79
γ8-0.4839-1.15
γ90.84641.79
γ10-0.8843-1.34
Estimation Period:
Apr 11, 2000 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts