V-Lab: AFI Development PLC GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

AFI Development PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, February 21st, 2020:0.00% (0.00%)

Analysis last updated: Monday, March 1, 2021 at 08:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	26.0087	0.09
$α$	0.0885	5.97
$β$	0.9990	91.30
$ν$	2	702.99

Estimation Period:
May 3, 2007 to Feb 14, 2020