V-Lab: Breville Group Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Breville Group Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:31.77% (-1.48%)

Analysis last updated: Friday, April 19, 2024 at 08:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.1171	4.50
$α$	0.0572	20.46
$β$	0.9814	276.06
$ν$	4	8.69

Estimation Period:
Aug 2, 2001 to Apr 12, 2024