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

V-Lab

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V-Lab

iiNet Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, August 25th, 2015:19.47% (-0.98%)

Analysis last updated: Monday, March 1, 2021 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	19.8315	3.71
$α$	0.1091	61.68
$β$	0.9892	364.88
$ν$	3	42.09

Estimation Period:
Sep 20, 1999 to Aug 21, 2015