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

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V-Lab

Woolworths Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:19.68% (-1.44%)

Analysis last updated: Thursday, May 9, 2024 at 07:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8445	9.18
$α$	0.0969	7.38
$β$	0.8111	34.25
$γ_{1}$	0.0348	1.06
$γ_{2}$	-0.0873	-1.69
$γ_{3}$	0.0347	0.80
$γ_{4}$	0.1182	2.78
$γ_{5}$	-0.2519	-5.42
$γ_{6}$	0.3221	5.97
$γ_{7}$	-0.3121	-4.96
$γ_{8}$	0.2459	3.46
$γ_{9}$	-0.2161	-1.80

Estimation Period:
Jul 12, 1993 to May 3, 2024

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Volatility Forecasts

Volatility Forecasts