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

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V-Lab

Meggitt PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, September 14th, 2022:18.78% (-0.16%)

Analysis last updated: Wednesday, September 14, 2022 at 01:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	138.5363	11.81
$α$	0.0589	133.83
$β$	0.9988	10404.50
$ν$	2	12057.05

Estimation Period:
Jan 1, 1990 to Sep 9, 2022