V-Lab: Monadelphous Group Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Monadelphous Group Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:30.84% (-1.31%)

Analysis last updated: Saturday, May 4, 2024 at 07:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.5903	6.14
$α$	0.0555	30.88
$β$	0.9858	422.20
$ν$	4	13.02

Estimation Period:
Jan 11, 1996 to May 3, 2024