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

V-Lab

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V-Lab

AWE Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 3rd, 2018:17.63% (-0.33%)

Analysis last updated: Monday, March 1, 2021 at 08:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	12.3596	5.36
$α$	0.0590	34.77
$β$	0.9935	909.01
$ν$	5	11.91

Estimation Period:
Jul 2, 1997 to Apr 27, 2018