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

V-Lab

| |

V-Lab

IRESS Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:38.29% (-2.08%)

Analysis last updated: Saturday, April 27, 2024 at 07:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.6914	6.95
$α$	0.0629	16.96
$β$	0.9691	204.10
$ν$	5	5.62

Estimation Period:
Nov 3, 2000 to Apr 26, 2024