V-Lab: Aurizon Holdings Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Aurizon Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:16.55% (-0.25%)

Analysis last updated: Friday, April 19, 2024 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1193	5.54
$α$	0.0682	12.70
$β$	0.9643	135.20
$ν$	5	3.90

Estimation Period:
Nov 22, 2010 to Apr 12, 2024