V-Lab: Aggreko PLC GAS-GARCH Student T Volatility Analysis

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V-Lab

Aggreko PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, August 10th, 2021:3.78% (-0.11%)

Analysis last updated: Tuesday, August 10, 2021 at 01:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.6165	7.99
$α$	0.0664	101.63
$β$	0.9990	7455.22
$ν$	3	350.35

Estimation Period:
Sep 26, 1997 to Aug 6, 2021