V-Lab: Woolworths Group Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Woolworths Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:17.75% (+1.24%)

Analysis last updated: Saturday, April 27, 2024 at 08:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8419	8.91
$α$	0.0959	7.47
$β$	0.8220	37.26
$γ_{1}$	0.0264	0.78
$γ_{2}$	-0.0741	-1.39
$γ_{3}$	0.0292	0.65
$γ_{4}$	0.1153	2.58
$γ_{5}$	-0.2412	-4.91
$γ_{6}$	0.3051	5.43
$γ_{7}$	-0.2858	-4.51
$γ_{8}$	0.1935	3.09
$γ_{9}$	-0.0891	-2.19

Estimation Period:
Jul 12, 1993 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts