V-Lab: GWA Group Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

GWA Group Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:35.16% (+0.33%)

Analysis last updated: Thursday, May 2, 2024 at 04:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.3877	7.31
$α$	0.0554	18.46
$β$	0.9738	229.50
$ν$	5	5.62

Estimation Period:
May 20, 1993 to Apr 26, 2024