V-Lab: Fairfax Media Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Fairfax Media Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, November 29th, 2018:32.66% (+0.52%)

Analysis last updated: Monday, March 1, 2021 at 05:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5656	5.58
$α$	0.0336	29.20
$β$	0.9948	1037.35
$ν$	6	6.13

Estimation Period:
May 8, 1992 to Nov 23, 2018