V-Lab: Kindred Group PLC GAS-GARCH Student T Volatility Analysis

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V-Lab

Kindred Group PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:7.32% (-0.20%)

Analysis last updated: Saturday, May 4, 2024 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.3729	11.53
$α$	0.0579	83.84
$β$	0.9988	8997.94
$ν$	3	224.89

Estimation Period:
Jun 8, 2004 to May 3, 2024