V-Lab: Tabcorp Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Tabcorp Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:33.27% (-2.72%)

Analysis last updated: Saturday, May 4, 2024 at 05:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9956	8.54
$α$	0.1392	7.72
$β$	0.7461	25.78
$γ_{1}$	0.0006	0.01
$γ_{2}$	-0.0162	-0.17
$γ_{3}$	-0.0363	-0.51
$γ_{4}$	0.1986	2.42
$γ_{5}$	-0.2792	-2.70
$γ_{6}$	0.1915	2.08
$γ_{7}$	-0.0740	-1.10
$γ_{8}$	0.0076	0.13
$γ_{9}$	0.0592	0.94
$γ_{10}$	-0.0950	-1.88

Estimation Period:
Aug 15, 1994 to Apr 26, 2024

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