V-Lab: Seven Group Holdings Ltd MF2-GARCH Volatility Analysis

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V-Lab

Seven Group Holdings Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:24.75% (-0.36%)

Analysis last updated: Saturday, May 11, 2024 at 12:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0074	4.04
$β$	0.9297	210.72
$γ$	0.0727	13.93
$λ_{1}$	0.0243	1.92
$λ_{2}$	0.0231	3.00
$λ_{3}$	0.9722	94.04

Estimation Period:
Apr 30, 2010 to May 3, 2024

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Volatility Forecasts