V-Lab: Freehold Royalties Ltd MF2-GARCH Volatility Analysis

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V-Lab

Freehold Royalties Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:16.98% (-0.26%)

Analysis last updated: Friday, April 26, 2024 at 02:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0051	3.41
$β$	0.8861	221.80
$γ$	0.0965	27.98
$λ_{1}$	0.4595	0.43
$λ_{2}$	0.8879	0.42
$λ_{3}$	0.0000	0.00

Estimation Period:
Feb 20, 1997 to Apr 19, 2024

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