V-Lab: Kingfisher PLC GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Kingfisher PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:21.08% (-0.65%)

Analysis last updated: Thursday, May 2, 2024 at 02:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5384	5.47
$α$	0.0493	31.13
$β$	0.9907	509.89
$ν$	6	6.04

Estimation Period:
Jan 1, 1990 to Apr 26, 2024