V-Lab: Worley Ltd MF2-GARCH Volatility Analysis

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V-Lab

Worley Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:37.83% (+2.72%)

Analysis last updated: Thursday, May 16, 2024 at 08:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0344	10.34
$β$	0.8686	168.79
$γ$	0.1218	16.67
$λ_{1}$	0.0601	1.79
$λ_{2}$	0.0085	2.78
$λ_{3}$	0.9841	146.22

Estimation Period:
Nov 28, 2002 to May 10, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts