V-Lab
V-Lab
PSI All-Share Index Gross Return GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:18.16% (-1.28%)

Analysis last updated: Saturday, April 27, 2024 at 05:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PSI All-Share Index Gross Return GAS-GARCH-T
paramt-stat
ω1.63195.78
α0.092846.46
β0.9936902.45
ν87.33
Estimation Period:
May 14, 2004 to Mar 28, 2024