V-Lab: Worley Ltd Spline-GARCH Volatility Analysis

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V-Lab

Worley Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:28.68% (+2.06%)

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
$ω$	0.6146	3.00
$α$	0.0904	6.16
$β$	0.8226	29.92
$γ_{1}$	-0.2081	-0.73
$γ_{2}$	0.3582	0.89
$γ_{3}$	-0.4110	-2.10
$γ_{4}$	0.4861	2.77
$γ_{5}$	-0.2095	-0.86
$γ_{6}$	-0.2392	-1.01
$γ_{7}$	0.4846	3.20
$γ_{8}$	-0.5612	-4.42
$γ_{9}$	0.5901	2.67

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts