V-Lab: Tabcorp Holdings Ltd MF2-GARCH Volatility Analysis

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V-Lab

Tabcorp Holdings Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:31.45% (-1.00%)

Analysis last updated: Saturday, May 11, 2024 at 12:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.1597	20.09
$β$	0.6838	44.35
$γ$	-0.0201	-1.83
$λ_{1}$	0.0515	2.15
$λ_{2}$	0.0563	2.38
$λ_{3}$	0.9242	28.81

Estimation Period:
Aug 15, 1994 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts