V-Lab: Bradken Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Bradken Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 10th, 2017:13.25% (+2.43%)

Analysis last updated: Monday, March 1, 2021 at 05:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.3810	9.21
$α$	0.0782	85.25
$β$	0.9990	7684.62
$ν$	4	124.14

Estimation Period:
Aug 18, 2004 to Apr 7, 2017