V-Lab: Seven West Media Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Seven West Media Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:49.83% (-2.15%)

Analysis last updated: Saturday, May 4, 2024 at 07:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6876	6.90
$α$	0.0745	6.70
$β$	0.8362	30.14
$γ_{1}$	-0.0957	-1.51
$γ_{2}$	0.1731	1.81
$γ_{3}$	-0.1300	-1.92
$γ_{4}$	0.1505	2.63
$γ_{5}$	-0.1552	-3.41
$γ_{6}$	0.0633	1.13
$γ_{7}$	-0.0427	-0.45
$γ_{8}$	0.1082	0.91
$γ_{9}$	-0.1465	-1.53
$γ_{10}$	0.0998	2.03

Estimation Period:
Jan 10, 1992 to May 3, 2024

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Volatility Forecasts

Volatility Forecasts